GitHub - young-boy666/ThesisCode: Code for Chapter 5 of the thesis: 'Portfolio Optimisation in a Fractional Stochastic Environment with Deep Reinforcement Learning Applications'.

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AdditionsToFractionalProblem.ipynb		AdditionsToFractionalProblem.ipynb
FractionalProblem.ipynb		FractionalProblem.ipynb
MertonProblem.ipynb		MertonProblem.ipynb

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Code for Chapter 5 of the thesis: 'Portfolio Optimisation in a Fractional Stochastic Environment with Deep Reinforcement Learning Applications'.

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