samuelburbulla / deepqlearning

Deep Q-learning for sinosoidal stock price

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Deep Q-learning for sinusoidal stock price

This is an example of deep Q-learning for an academic, sinusoidal stock price. The Q-value function is approximated by a two-layer DNN with 128 neurons per layer.

The example has been inspired by: https://keras.io/examples/rl/deep_q_network_breakout/

In our example, the algorithm finds the optimal strategy in about 100 episodes of training.

Step 1 Step 2 Step 3

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Deep Q-learning for sinosoidal stock price


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