TFM Financial trading with Reinforcement Learning techniques

• Author: Eduardo Martín Izquierdo Manager: José Manuel Benítez Sánchez

• University: UGR Title: Máster Universitario Oficial en Ciencia de Datos e Ingeniería de Computadores

DEPENDENCIES

Python version: 3.5.2

• gym: 0.14.0
• numpy: 1.15.4
• pandas: 0.23.4
• matplotlib: 3.0.2
• scikit-learn: 0.20.2
• scipy: 1.1.0
• tensorflow/tensorflow-gpu (depending if you use gpu): 1.12.0
• mpi4py: 3.0.2
• stable-baselines: 2.7.0

FILES INFO

• trading_environment.ipynb: Code of the project
• data: Directory which contains the time series of Apple, Intel and Qualcomm. These series were obtained from firstratedata.com
• model_checkpoints: Directory with the saved models
• runs: Directory with the Tensorboard's executions
• tfm.pdf: Documentation of the project