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Adversarial Deep Reinforcement Learning in Portfolio Management

29 Aug 2018 • Zhipeng Liang • Hao Chen • Junhao Zhu • Kangkang Jiang • Yan-ran Li

In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are widely-used in game playing and robot control... (read more)

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METHOD	TYPE
Experience Replay	Replay Memory
Entropy Regularization	Regularization
Dense Connections	Feedforward Networks
Weight Decay	Regularization
ReLU	Activation Functions
Adam	Stochastic Optimization
Convolution	Convolutions
Batch Normalization	Normalization
DDPG	Policy Gradient Methods
PPO	Policy Gradient Methods

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