Comments (1)
Yes, the reward function can be replace with whatever you would like. The caveat is that, like you said, you must take the derivative of this reward function with respect to the trading model parameters. Looking at your code, I am not sure what the derivative would be, so you may want to spend some time figuring that out (you can check numerically), or alternatively use something like PyTorch, which can take the gradient of your expression automatically. Good luck!
from blog.
Related Issues (11)
- grad calculation question HOT 1
- Stock on the move: momentum HOT 1
- picking stocks with the highest momentum
- Example of the csv file HOT 3
- Momentum Equity Clenow List Sorting HOT 1
- Data leakage in "trading with reinforcement learning part two" notebook HOT 1
- Blog HOT 1
- Prediction Signal? HOT 5
- gradient - dbdr HOT 4
- Momentum stock selection HOT 2
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from blog.