An Actor Critic Algorithm for Optimal Mortgage Refinancing
An Actor Critic Algorithm for Mortgage Refinancing. This repository contains material from a Study Project exploring Reinforcement Learning and its applications in financial modelling, under Dr. Mayank Goel at BITS Goa. The code here is original, and implements an algorithm from the paper A Simultaneous Deterministic Perturbation Actor-Critic Algorithm with an Application to Optimal Mortgage Refinancing by V. L. Raju Chinthalapati and S. Bhatnagar. The paper can be accessed here.
An intersting and unexplored possibility is to replace the agent class with another off-the-shelf agent from, such as this one, and see how this affects training time, convergence, and the quality of the decisions made by the agent.
This project is released under and protected by the MIT License
Copyright © 2018 Kaivalya Rawal and Samarth Mehrotra
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