Harnessing FinRL's Environment Layer for Advanced Market Modeling

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FinRL's Environment Layer, enables realistic market simulation for DRL training, with support for standard datasets, live trading APIs, & data customization.

Authors: Xiao-Yang Liu, Hongyang Yang, Columbia University ; Jiechao Gao, University of Virginia ; Christina Dan Wang , New York University Shanghai . Table of Links Abstract and 1 Introduction 2 Related Works and 2.1 Deep Reinforcement Learning Algorithms 2.2 Deep Reinforcement Learning Libraries and 2.3 Deep Reinforcement Learning in Finance 3 The Proposed FinRL Framework and 3.1 Overview of FinRL Framework 3.2 Application Layer 3.3 Agent Layer 3.4 Environment Layer 3.

is the most cited market indicator to examine market overall performance. Standard & Poor’s 500 index constituents consist of 500 largest U.S. publicly traded companies. Hang Seng Index Index constituents are grouped into Finance, Utilities, Properties and Commerce & Industry . HSI is the most widely quoted indicator of the Hong Kong stock market.

 

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