policy

Reinforcement-Learning-for-Portfolio-Management

VinayJogani14 · Stable-Baselines3

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Overview

Name
Reinforcement-Learning-for-Portfolio-Management
Author
VinayJogani14
Framework
Stable-Baselines3
License
unknown
Skill type
other
Evidence level
untested
Task description
Custom Gymnasium RL environment for portfolio management across 5 synthetic assets with realistic trading costs and volatility. PPO agent trained with Stable-Baselines3 achieved 23% return improvement over baselines while maintaining 90% diversification consistency.

Spaces

Action space
other · 0-dim · 0Hz
Observation space
  • type: other

Links

HuggingFace repo
null
Paper (arXiv)
null

Compatible robots

3+17 mentioned but not in catalog yet

Compatible environments

0

No environments list Reinforcement-Learning-for-Portfolio-Management yet.

Datasets that reference this policy

0

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