2-Advance

This section is recommended for users with some familiarity of FinRL or FinRL-Meta (or already run the notebooks in “1-Introduction”).

Notebooks in this section includes:

  1. FinRL_Compare_ElegantRL_RLlib_Stablebaseline3.ipynb

In this notebook, we compare the three DRL libraries that supported in FinRL. Users who know these DRL libraries might find this interesting.

  1. FinRL_Ensemble_StockTrading_ICAIF_2020.ipynb

In this notebook, we implement an “ensemble agent”, which is a ensemble of several popular DRL algorithms. Then we compare the performance of the ensemble agent and other DRL agents on the portfolio allocation task.

FinRL_PortfolioAllocation_Explainable_DRL.ipynb.