varon-fi/poc

Proof of concept for trading bot using Rainbow DQN algorithm

Implement Rainbow DQN for solving Markov Decision Processes

THIS CODE IS FOR RESEARCH PURPOSES ONLY AND IS NOT TO BE USED FOR TRADING OR FINANCIAL ADVICE!

• Solve the example control task "Qbert"

• Solve the example control task "Trading Bot"

• Implements Rainbow Deep Q-Network algorithm:

  • Double DQN
  • Dueling DQN
  • Prioritized Experience Replay
  • Noisy DQN
  • N-Step DQN
  • Distributional DQN

References

• Rainbow DQN whitepaper
• Advanced Deep Q Networks course
• Trading Bot example