GitHub - llSourcell/Reinforcement_Learning_for_Stock_Prediction: This is the cod...
source link: https://github.com/llSourcell/Reinforcement_Learning_for_Stock_Prediction
Go to the source link to view the article. You can view the picture content, updated content and better typesetting reading experience. If the link is broken, please click the button below to view the snapshot at that time.
README.md
Overview
This is the code for this video on Youtube by Siraj Raval. The author of this code is edwardhdlu . It's implementation of Q-learning applied to (short-term) stock trading. The model uses n-day windows of closing prices to determine if the best action to take at a given time is to buy, sell or sit.
As a result of the short-term state representation, the model is not very good at making decisions over long-term trends, but is quite good at predicting peaks and troughs.
Results
Some examples of results on test sets:
S&P 500, 2015. Profit of $431.04.
Alibaba Group Holding Ltd, 2015. Loss of $351.59.
Apple, Inc, 2016. Profit of $162.73.
Google, Inc, August 2017. Profit of $19.37.
Running the Code
To train the model, download a training and test csv files from Yahoo! Finance into data/
mkdir model
python train ^GSPC 10 1000
Then when training finishes (minimum 200 episodes for results):
python evaluate.py ^GSPC_2011 model_ep1000
References
Deep Q-Learning with Keras and Gym - Q-learning overview and Agent skeleton code
Recommend
-
136
Intro This is the code for this video on Youtube by Siraj Raval Real-time object detection and classification. Paper:
-
126
Page not found · GitHub · GitHub Skip to content...
-
70
GitHub is where people build software. More than 28 million people use GitHub to discover, fork, and contribute to over 79 million projects.
-
35
README.md Learn_Deep_Learning_in_6_Weeks This is the Curriculum for "Learn Deep Learning in 6 Weeks" by Siraj Raval on Youtube Overview This is the curriculum for
-
95
README.md Datasets used to train Generative Query Networks (GQNs) in the ‘Neural Scene Representation and Rendering’ paper. Overview This is the code for
-
47
README.md Machine_Learning_Journey Overview This is the Curriculum for "Machine Learning Journey" By Siraj Raval on Youtube. It starts with this
-
36
README.md Fast Style Transfer in TensorFlow Add styles from famous paintings to any photo in a f...
-
27
README.md Sports Betting with RL Overview This is the code for this video on Youtube by Siraj Raval...
-
64
README.md The-Neural-Qubit Overview This is the related code for the research paper & Youtube video by Siraj Raval titled "The N...
-
0
Stock Price Prediction using Machine LearningStock Price Prediction using Machine LearningVideo Player is loading.Loaded: 0%00:00Remaining Time -24:18
About Joyk
Aggregate valuable and interesting links.
Joyk means Joy of geeK