Portfolio management is the action of continuous reallocation of a capital into a number of financial assets periodically.
The framework consists of the Ensemble of Identical Independent Evaluators (EIIE) topology, a Portfolio-Vector Memory (PVM), an Online Stochastic Batch Learning (OSBL) scheme, and a fully exploiting and explicit reward function.
In this notebook, we implement the training and testing process of EIIE based on the TradeMaster framework.
And this is the script for training and testing.