Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[Question] Data used in paper #2

Open
pbezz1 opened this issue Apr 27, 2022 · 0 comments
Open

[Question] Data used in paper #2

pbezz1 opened this issue Apr 27, 2022 · 0 comments

Comments

@pbezz1
Copy link

pbezz1 commented Apr 27, 2022

I am a Master student doing a research study on the use of DRL in portfolio management. Recently I came across the paper and this repo and I am really keen to replicate the results of the paper as part of my experiments and possibly extend this study.

I would like to ask you about the data that you have used please. The paper stated that the adaptive DDPG agent was trained using 30 stocks' daily price. Could you kindly confirm that this is referring to the column prccd provided in the file named "dow_jones_30_daily_price.csv" please? And could you also confirm that this is the only feature used throughout the paper?

Your help would be greatly appreciated.

Many thanks

Patrick Bezzina

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant