AI4Finance-Foundation / Deep-Reinforcement-Learning-for-Stock-Trading-DDPG-Algorithm-NIPS-2018View external linksLinks
Practical Deep Reinforcement Learning Approach for Stock Trading. NeurIPS 2018 AI in Finance.
☆98Mar 15, 2024Updated last year
Alternatives and similar repositories for Deep-Reinforcement-Learning-for-Stock-Trading-DDPG-Algorithm-NIPS-2018
Users that are interested in Deep-Reinforcement-Learning-for-Stock-Trading-DDPG-Algorithm-NIPS-2018 are comparing it to the libraries listed below
Sorting:
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years ago
- Performing a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆59Apr 8, 2019Updated 6 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆91Oct 16, 2022Updated 3 years ago
- Deep Reinforcement Learning methods for facilitating Automated Stock Trading☆21May 22, 2021Updated 4 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆130Apr 17, 2020Updated 5 years ago
- Reinforcement Learning framework to make synthetic experiments in the financial domain☆23Jul 18, 2023Updated 2 years ago
- Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction. KDD 2019.☆23Aug 26, 2020Updated 5 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Differential Privacy-inspired LSTM for Stock Prediction Using Financial News. NeurIPS Robust AI in Financial Services 2019.☆35Aug 25, 2020Updated 5 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Dec 20, 2017Updated 8 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Jun 11, 2019Updated 6 years ago
- Training and evaluation of Deep Reinforcement Learning cruptocurrency trading agent.☆21Jun 6, 2022Updated 3 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆17Mar 21, 2019Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- ☆15Jun 10, 2020Updated 5 years ago
- An implementation of DDPG using PyTorch for algorithmic trading on Chinese SH50 stock market.☆33Jun 8, 2020Updated 5 years ago
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and …☆48Dec 6, 2021Updated 4 years ago
- Baselines of reinforcement learning trading agents for China stock market☆18Jul 28, 2021Updated 4 years ago
- This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture…☆28Apr 12, 2019Updated 6 years ago
- ☆10Dec 10, 2021Updated 4 years ago
- A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep rei…☆688Nov 6, 2024Updated last year
- A deep learning model for Financial Signal Representation and Trading☆76Nov 4, 2018Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 years ago
- ☆18Sep 18, 2020Updated 5 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58May 30, 2019Updated 6 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆55Aug 30, 2018Updated 7 years ago
- ☆34Jul 17, 2020Updated 5 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆31Oct 7, 2020Updated 5 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- education channel☆51Mar 15, 2024Updated last year
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Nov 9, 2023Updated 2 years ago
- Cloud-native Financial Reinforcement Learning☆489Mar 15, 2024Updated last year
- ☆57Jul 15, 2020Updated 5 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆25Jul 8, 2023Updated 2 years ago
- Quantitative finance and derivative pricing☆22Feb 1, 2026Updated last week
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 9 years ago
- Monlan is a collection of Data Science experiments (DRL and other approaches) into FOREX algotrading field. Warning! It's my research pro…☆12Aug 1, 2022Updated 3 years ago
- ☆13May 25, 2023Updated 2 years ago