Introduction finnished

This commit is contained in:
2025-06-10 22:46:43 +02:00
parent db19bca50e
commit a14a863107

View File

@ -11,13 +11,14 @@
\begin{document}
\maketitle
\tableofcontents
\section{Introduction}
I want to build a reinforcement learning project about single asset stock trading. First I
want to start a simple environment with just the actions buy and sell. For the reward function I
also want to keep it simple at first by just using the profit as reward.
In contrast to the algorithms we already heard in the lector I have to try out deep
In contrast to the algorithms we already heard in the lecture, I have to try out deep
reinforcement learning algorithms because the price is a continuous variable. In theory, you could
model the price with a specific resolution with many states. However, this can very quickly become
impractical for classic reinforcement learning methods. Also, deep reinforcement learning can
@ -25,11 +26,29 @@ recognize pattern to act good in previously unseen states.
I want to try out different reinforcement learning algorithms to see with works best for the trading
environment. First I want to try out the Deep-Q-Network algorithm. It predicts the Q-function and
uses Elpsilon-Greedy Exploration. I plan to try out different formulas for the epsilon decay.
Because DQN often overestimates the Q-values. It uses two networks for updating the policy. The
uses Epsilon-Greedy Exploration. I plan to try out different formulas for the epsilon decay.
Because DQN often overestimates the Q-values, I want to try out a variation of DQN, called Double
DQN. It uses two networks for updating the policy. The
online network selects the action with the highest Q-value and the target network evaluates the
action. This causes more stable and better learning. I will try, if Double DQN will improve the
results. Then I want to try out the Proximal Policy Optimization algorithm.
results. At last, I want to try out the Proximal Policy Optimization algorithm.
I find it also very interesting, if providing the RL agent with additional information.
After implementing these different algorithms, I need to train these and compare the
results.
I find it also very interesting, if providing the RL agent with additional information then just the
price, positively impacts the results. For example, I can add technical indicators, market volume or
an online news score about the company. The last one is probably a bit difficult because you need a
LLM which gives web scrapped articles a score how good the news is for a company. After adding this
information, I need to reevaluate which algorithm is the best.
\section{Libraries and Tools}
\section{Development plan}
\section{Availability}
I am on vacation from the 04.08 to 13.08. On the 15. I am on an event, but I have time on the 14.
From the 18. onwards I am available for the next couple of weeks. I look forward to the
presentation, and thank you for giving me the additional time.
\end{document}