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