PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
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Modular Reinforcement Learning (RL) library (implemented in PyTorch, JAX, and NVIDIA Warp) with support for Gymnasium/Gym, NVIDIA Isaac Lab, MuJoCo Playground and other environments
- reinforcement-learning
- python
- deep-learning
- gym
A toolbox of AI modules written in Swift: Graphs/Trees, Support Vector Machines, Neural Networks, PCA, K-Means, Genetic Algorithms
A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep reinforcement learning algorithms to stock trading in a highly modular and scalable framework.