AI4Finance-Foundation / AI4Finance-Foundation/FinRL

Dow Jones outperforming ensemble strategy in FinRL_Ensemble_StockTrading_ICAIF_2020 notebook

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描述

I replicated the code given in FinRL_Ensemble_StockTrading_ICAIF_2020.ipynb. And to my surprise, Dow Jones outperformed the ensemble strategy-
![Untitled](https://github.com/AI4Finance-Foundation/FinRL/assets/77496039/554da065-e7fc-49f3-aefb-be1059e74fcf)

Moreover, I re-ran the notebook several times, and each time I get a different performance-
![Ensemble](https://github.com/AI4Finance-Foundation/FinRL/assets/77496039/c191dcb0-1e8a-47ff-856d-9bafd421d5bb)

![Ensemble2](https://github.com/AI4Finance-Foundation/FinRL/assets/77496039/b56c0e06-23e4-46c3-ab7e-fdba5b72c665)

![Ensemble3](https://github.com/AI4Finance-Foundation/FinRL/assets/77496039/a02b9b82-f035-4a7c-be05-45bbd93026b4)

What's the reason and how to tune the strategy to achieve maximum profit?

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