Implemented Policies
On this page, the policies already implemented in RLPortfolio are listed with a brief description and a link to its reference paper.
Policy |
Description |
Reference |
|---|---|---|
Ensemble of Identical Independent Evaluators with convolutional neural networks. |
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Ensemble of Identical Independent Evaluators with recurrent neural networks. |
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Ensemble of Identical Independent Inception. It adds multi-scale temporal feature extraction convolutional neural networks to EIIE. |
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Graph Convolution for Portfolio Management. Implements relational graph convolutional networks into EI3. |
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Simplified version of GPM without the multi-scale temporal feature extraction with convolutional neural networks. |