Shypd.aiThe largest open index of AI toolsPGPortfolio is an Open Source tool that provides a deep reinforcement learning framework for financial portfolio management. It offers policy optimization methods specifically designed for portfolio management problems.
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PGPortfolio is an open-source implementation of a deep reinforcement learning framework tailored for financial portfolio management. It provides a toolkit for portfolio management research, featuring a policy optimization method designed to be efficient and robust, similar to supervised learning. This is achieved by formulating the problem as an immediate reward optimization problem regularized by transaction costs, avoiding the need for Monte-Carlo or bootstrapped gradient estimations. Users can configure topology, training methods, and input data via JSON files, visualize training with TensorBoard, and perform parallel training for hyper-parameter optimization. The library also includes financial-model-based portfolio management algorithms for comparison, based on the OLPS toolkit.
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