Portfolio Optimization with Deep Reinformcement Learning

[@TheOnlyGoldToDigForIsBitcoin]

Hi sounds super exciting! Die you manage to polish the code?

[@evripidistzionas6740]

Hello, great results! I am currently working on my thesis on portfolio optimization with reinforcement learning an wonder if there is any code of the implementation.

[@MatloobKhushi]

We have not published code yet still poloshing up.

[@MultiKiller37]

@@MatloobKhushi I am doing my thesis on the same topic, any coding implementation would be really useful.

[@MatloobKhushi]

@@MultiKiller37 paper will be published soon on ieee xplore

[@MultiKiller37]

@@MatloobKhushi how about the coding implementation?

[@MatloobKhushi]

@@MultiKiller37 unfortunately first author is not very keen on releasing the code at this stage.

[@onezero7554]

Thank you very much for the representation. Where I can access your article, has it been published？

[@MatloobKhushi]

ieeexplore.ieee.org/document/9411635 and arxiv.org/abs/2101.03138

[@gamingcafe4568]

I hope author will share the code.

[@user-or7ji5hv8y]

It was unclear why Transformers were needed for portfolio optimization with RL.

[@MatloobKhushi]

Transformers are becoming the de facto standard in all domains.