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Code for hm1 of MSBD6000M. We inplement 2 methods including Q-Learning and Deep Q-Learning to solve this discrete-time asset allocation problem.

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Name		Name	Last commit message	Last commit date
Latest commit History 9 Commits
unitest_dqn		unitest_dqn
unitest_ql		unitest_ql
DONG Yifei_Zheng Mingen.pdf		DONG Yifei_Zheng Mingen.pdf
README.md		README.md
calculate_Xt.py		calculate_Xt.py
calculate_p_a_b_m.py		calculate_p_a_b_m.py
deepQlearning.py		deepQlearning.py
qlearning.py		qlearning.py

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RL25HM1

Code for hm1 of MSBD6000M. We inplement 2 methods including Q-Learning and Deep Q-Learning to solve this discrete-time asset allocation problem.

Dong Yifei / 21114529 / ydongbl@connect.ust.hk

Zheng Mingen / 21126390 / mzhengap@connect.ust.hk

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Code for hm1 of MSBD6000M. We inplement 2 methods including Q-Learning and Deep Q-Learning to solve this discrete-time asset allocation problem.

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Python 95.1%
Jupyter Notebook 4.9%