Alpha Trade
Members
- Kathy Peng (kpeng5)
- Esther Kim (ykim117)
- John Wu (jwu175)
Introduction
Modern portfolio management companies have started utilizing intelligent agents for better performance in stock trading. With the development of machine learning, various algorithms have been applied to the field and performance of which are compared. For example, in the field of Reinforcement Learning alone, SARSA, Q-Learning, and Temporal Difference learning have all been attempted, achieving appealing performances. Specifically, this project focuses on implementing a DQN based model which has demonstrated prior success in predicting the performance of stocks.
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