evgps/a3c_trading
A recurrent actor-critic reinforcement learning system for algorithmic trading using TensorFlow.

Velocity · 7d
+0.1
★ / day
Trend
→steady
star history
This repository implements the Asynchronous Advantage Actor-Critic (A3C) algorithm with recurrent neural networks for algorithmic trading. It provides a gym-like trading environment, an A3C training framework with TensorBoard logging, and a testing notebook. The system uses deep reinforcement learning to make trading decisions and was developed based on a peer-reviewed paper published in the Journal of Communications Technology and Electronics.