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  • Rank 468,167 (Top 10 %)
  • Language
    Jupyter Notebook
  • Created almost 4 years ago
  • Updated about 2 years ago

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Repository Details

This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep Reinforcement Learning (DRL). The work presented explores the use of Deep Reinforcement Learning in dynamically allocating assets in a portfolio in order to solve the Tactical Asset Allocation (TAA) problem.