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Reinforcement Learning with TensorFlow
book

Reinforcement Learning with TensorFlow

by Sayon Dutta
April 2018
Intermediate to advanced content levelIntermediate to advanced
334 pages
10h 18m
English
Packt Publishing
Content preview from Reinforcement Learning with TensorFlow

Introduction

The core of the proposed reinforcement learning framework is the Ensemble of Identical Independent Evaluators (EIIE) topology. Here, EIIE is a neural network that takes the asset history as the input and evaluates the potential growth of the asset in future. The evaluation score of each asset is used to calculate the portfolio weights for the next trading period.

The portfolio weights (which we will discuss later) are actually the market actions of the portfolio managing agent powered by reinforcement learning. An asset whose target weight is increased will be bought, while the assets with decreased target weights will be sold. Thus, the portfolio weights from the last period of trading are also fed as an input to EIIE. Therefore, ...

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Publisher Resources

ISBN: 9781788835725Supplemental Content