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

EIIE

Ensemble of Identical Independent Evaluators with convolutional neural networks.

Link

EIIERecurrent

Ensemble of Identical Independent Evaluators with recurrent neural networks.

Link

EI3

Ensemble of Identical Independent Inception. It adds multi-scale temporal feature extraction convolutional neural networks to EIIE.

Link

GPM

Graph Convolution for Portfolio Management. Implements relational graph convolutional networks into EI3.

Link

GPMSimplified

Simplified version of GPM without the multi-scale temporal feature extraction with convolutional neural networks.

Link