/DeepRL-AlgoTrading

Implementing TDQN and TD3QN on the environment presented in An Application of Deep Reinforcement Learning to Algorithmic Trading by Théate et al.

Primary LanguagePython

DeepRL-AlgoTrading

Project where we attempt alternate deep techniques over pre-existing techniques presented in the paper An Application of Deep Reinforcement Learning to Algorithmic Trading by Théate et al. [arxiv] using the trading environment provided. Better results are achieved for almost all algorithms tried over the baselines.

Team Members: Ansh Arora
Sudarshan Buxy (@sudarshbuxyyes)
Devansh Gupta (@devanshgupta160)