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Why don't Notebook results match paper results - NeurIPS 2018 #1303

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benstaf opened this issue Dec 27, 2024 · 2 comments
Open

Why don't Notebook results match paper results - NeurIPS 2018 #1303

benstaf opened this issue Dec 27, 2024 · 2 comments

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@benstaf
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benstaf commented Dec 27, 2024

The NeurIPS 2018 paper Practical Deep Reinforcement Learning Approach for
Stock Trading
announces that RL is better that DJIA index:

Screenshot_2024-12-27-22-04-20-341_com google android apps docs-edit

However, the notebook doesn't reproduce the result:
https://github.com/AI4Finance-Foundation/FinRL/blob/master/examples/Stock_NeurIPS2018_3_Backtest.ipynb
download (1)

Why?

@krishdotn1
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Hello @benstaf
I think research paper result is trained on different time period for dji and notebook mentioned in the GitHub is trained for different period, can you match the period and hyperparameter as discussed in paper.
You might see similar results.

Let me know if I did wrong interpretation of your issue or any thing else.

@benstaf
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benstaf commented Jan 1, 2025

Thanks, but in the paper I didn't find the hyperparameters used

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