guest@minsoo.blog:~/projects$ cd portfolio-risk-optimization-by-DRL
guest@minsoo.blog:~/projects/portfolio-risk-optimization-by-DRL$ cat README.md
Portfolio Risk Optimization using Deep Reinforcement Learning
Description
- A portfolio optimization system using Deep Reinforcement Learning (DRL) with PPO algorithm, featuring a web interface for training and evaluation.
Features
- Real-time Monitoring: Live logs and metrics via local web interface
- Visualizations: Portfolio value and weights charts
- Multiple Environments: Trains on diverse market scenarios
Tech Stack
- ML framework: pytorch, stable-baselines3
- Web: FastAPI
- Visualization: matplotlib
guest@minsoo.blog:~/projects/portfolio-risk-optimization-by-DRL$ cd ..