/deep-trader

Deep Reinforcement Learning applied to trading

Primary LanguagePythonGNU General Public License v3.0GPL-3.0

deep-trader

This is the code of the master thesis "Deep Reinforcement Learning applied to generate trading signals for financial markets" submitted at the Polytechnic University of Madrid in partial fulfilment of the requirements for the degree of "Master in Signal Theory and Communications" http://www.mstc.ssr.upm.es/, based on the paper "Reinforcement Learning for Trading" by John Moody and Matthew Saffell.