Skip to content

Where to find the code for the results given in "FinRL-Podracer: High Performance and Scalable Deep Reinforcement Learning for Quantitative Finance" #102

Open
@aymeric75

Description

@aymeric75

Hello

From this paper, I see these results:

Image

I.e. 111.549% annual return from "yours" FinRL-Podracer, 79.821% from "vanilla" FinRL-Podracer and 99.347% from RLLib.$

But, for each of these, could you please tell where is the code ?

I looked into the present repo (FinRL-Tutorials) and I found some code about RLLib in the section: "4-Optimization" but I am not sure they "correspond" to the paper.

Same thing for the Podracer results, where is the code exactly ? (indeed, there are several repo that contain some "podracer" code, see here, here

Regards

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions