This work is conducted by Runsheng LIN, Zihan XING, and Mingze MA, and supervised by Dr. Raymond LEE in Dec 2022.
The detailed usage of the components in the repository is as follows:
We selected the 5 most popular forex products in the world as our data, Including the data set for training and the unseen data for testing.
The environment settings for Reinforcement Learning.
Some necessary tools to implement the models, such as the data loader and the OU Process in the DDPG model.
The model structure of the original DDPG and our model.
The code of the implementation of our model