wangbin94/CS221-GroupProject

CS221-GroupProject

Deep Reinforcement Learning in Portfolio Management

Stanford CS221 course project.

Authors: th7, rhzhan, yunpoli

Use deep reinforcement learning to do portfolio management with CNN/RNN approach.

Baseline: eigenportfolio

Training data from S&P 500 (source: yahoo finance).

Dependencies:

numpy, pandas-datareader, fix_yahoo_finance, pandas, cvx, tensorflow