AI4Finance-Foundation / AI4Finance-Foundation/FinRL
Model converging to buy and hold strategy every time it is trained/optimized
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Does anyone have recommendations on what to do to fix this? My model essentially learns to just buy and hold stocks instead of exploring trading strategies. My learning rate spread is quite large (between 1 and 1e-8) for Optuna optimization so its weird it gets stuck on this everytime. Is there some way to punish the model for holding a stock too long or make it trade more?
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