GitHub

FinRL: A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance

We aim to maintain an open source FinRL library for the "AI + finance" community: support various markets, SOTA DRL algorithms, benchmarks for many quant finance tasks, live trading, etc. To ...
IEEE

FinRL-DT: Financial Reinforcement Learning Using Decision Transformers

Abstract: Existing FinRL methods suffer from two major issues, policy instability and sample inefficiency. In this paper, we integrate Decision Transformers (DT) into the Financial Reinforcement ...
IEEE

IEEE Communications Surveys and Tutorials

Abstract: I welcome you to the fourth issue of the IEEE Communications Surveys and Tutorials in 2021. This issue includes 23 papers covering different aspects of communication networks. In particular, ...
GitHub

RiPO: Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization

Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing ...