Deep Reinforcement Learning

Are there any libraries for Deep Reinforcement Learning in Julia that have cover PPOs and DDPMs as they relate to finance? If so, I have a follow up question.

There are some resources for deep reinforcement learning in Julia. Some of the bigger ones are ReinforcementLearning.jl, POMPDs.jl and AlphaZero.jl.

For PPO I know that exists in the ReinforcementLearning.jl package, for DDPM I haven’t checked where that could be found.

For resources on how these packages are used in relation to finance I don’t really have a clue, but I hope you manage to find what you are looking for!

1 Like