portfolio-management by ddpg

Usage

python ddpg_model.py

real_time plot:

plot

TODO:

  • Apply fixed q target method to the model, that is, for both actor and critic model, set up two networks -- eval-net updates every step and target-net updates less times. This will fixed some trainging problems.
  • Tranfer the network from keras to pytorch.
  • Better actor and critic network
  • LSTM to deal with time serie data
  • Maybe some parallel computation, A3C (Asynchronous Advantage Actor-Critic) or maybe someting more than it.