ceshine / RRL_PyTorch

Recurrent Reinforcement Learning Implementation using PyTorch

This is a PyTorch port of this repo: ceshine/RRL_Matlab.

Reference: Stock Trading with Recurrent Reinforcement Learning (RRL) By Gabriel Molina

Example notebook: example_DAX

TODO:

1. Convergence detection in the gradient ascent function
2. More examples (more datasets, enabling transaction penalty, etc.)