From d7f9db73b985a94fae19647ef67e58464ef9dc7c Mon Sep 17 00:00:00 2001 From: Mike Clark Date: Mon, 5 Feb 2018 16:51:12 +0800 Subject: [PATCH] Update readme.md --- readme.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/readme.md b/readme.md index 8f143a0..dfe2954 100644 --- a/readme.md +++ b/readme.md @@ -1,6 +1,6 @@ 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 and it works well](https://github.com/ZhengyaoJiang/PGPortfolio)** +**Note: the papers 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.