diff --git a/readme.md b/readme.md index 6164d2f..1ff8049 100644 --- a/readme.md +++ b/readme.md @@ -1,8 +1,8 @@ Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" by [Jiang et. al. 2017](https://arxiv.org/abs/1706.10059) [1]. -**note the authors have put [the official code for the paper up](https://github.com/ZhengyaoJiang/PGPortfolio)** +**note the authors have put [the official code for the paper up and it works well](https://github.com/ZhengyaoJiang/PGPortfolio)** -tl;dr I managed to get 8% growth on training data, but it disapeared on test data. However, RL papers can be very difficult to replicate due to bugs, framework differences, and hyperparameter sensistivity. +tl;dr I managed to get 8% growth on training data, but it disapeared on test data. However, RL papers can be very difficult to replicate due to bugs, framework differences, and hyperparameter sensistivity. # About