AI4Finance-Foundation / FinRL_Market_Simulator
☆69Updated 6 months ago
Related projects: ⓘ
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆110Updated 2 months ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆98Updated last month
- ☆58Updated 2 months ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆51Updated last year
- This project implements the two deep reinforcement learning algorithms on portfolio management☆41Updated 6 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆47Updated last year
- Practical Deep Reinforcement Learning Approach for Stock Trading. NeurIPS 2018 AI in Finance.☆72Updated 6 months ago
- ☆80Updated 10 months ago
- ☆37Updated last year
- ☆70Updated 2 months ago
- Trading multiple stocks using custom gym environment and custom neural network with StableBaselines3.☆43Updated last year
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆143Updated 8 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆77Updated 4 months ago
- ☆20Updated 11 months ago
- A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum …☆138Updated last year
- A new formulaic alpha mining framework for quantitative investment☆46Updated 2 weeks ago
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆26Updated last year
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆52Updated 5 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆53Updated 9 months ago
- Official implementation of PRUDEX-Compass☆36Updated last year
- ☆53Updated this week
- This is the code implementation of the paper "Financial Trading as a Game: A Deep Reinforcement Learning Approach".☆74Updated 3 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆84Updated 4 months ago
- An open-source framework for reduction of overfitting of DRL agents in Finance☆54Updated last year
- Deep Reinforcement Learning for Stock trading task☆18Updated 3 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆19Updated last year
- A deep learning model for Financial Signal Representation and Trading☆69Updated 5 years ago
- Fintech literature, including journal, conference, book and useful links☆84Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆77Updated 3 years ago
- ☆24Updated this week