bobotsalos
/

rnn_crypto

Model card Files Files and versions

Ctrl+K

Ctrl+K

1 contributor

History: 22 commits

bobotsalos's picture

finish training ppo rnn pnl/active return multi-scale features combos

f5dbbf5 2 months ago

base
ppo rnn with bootstrap last value on episode end and 1k window length: 1) active return 3e-4 pi lr, 2) active return penalized turnovers 3e-4 pi lr, 3) sharpe based reward 3 months ago
base_momentum
ppo rnn pnl/active reward base momentum features no double actor hidden state advancing + no floor on buys with not enough cash 2 months ago
base_momentum_time
ppo rnn with normalized momentum features 2 months ago
base_time
ppo rnn with normalized momentum features 2 months ago
cidl_no_cyclical
ppo rnn with cidl features no cyuclical, no adv normalization, and with ent coef 3 months ago
combos_abc
finish training ppo rnn pnl/active return multi-scale features combos 2 months ago
momentum_time
ppo rnn with normalized momentum features 2 months ago
with_cidl_features
ppo rnn with no cyclical features + with cidl features not normalized 3 months ago
.gitattributes

1.52 kB
initial commit 3 months ago
README.md

24 Bytes
initial commit 3 months ago