Ask HN: Value Investing using reinforcement learning

8 points by vivekys ↗ HN
Recently I published my experiments on using deep reinforcement learning for portfolio allocation. Few open problem I struggled and still don't have an answer are 1. For the problem specifically like stock market, how one can decide when to stop the training of RL agent ? i.e. What is the metric that can determine agent has been trained ?

2. How can one determine the deployed agent is now deviating from the trained data distribution so that it can be retrained ?

I appreciate any comments/suggestions or any mistake I might have made.

Here are the links https://medium.com/@vivekys/value-investing-machine-d2718d35d19b

https://medium.com/@vivekys/value-investing-machine-2a-43ce2d05f2a2

https://medium.com/@vivekys/value-investing-machine-2b-638d71da7e56

https://medium.com/@vivekys/value-investing-machine-3-4c1053221940

https://medium.com/@vivekys/value-investing-machine-4-eede8823632

0 comments

[ 6.8 ms ] story [ 11.0 ms ] thread

No comments yet.