AI4Finance-Foundation / Liquidation-Analysis-using-Multi-Agent-Reinforcement-Learning-ICML-2019
Multi-agent Reinforcement Learning for Liquidation Strategy Analysis. ICML 2019 AI in Finance.
☆28Updated 4 years ago
Alternatives and similar repositories for Liquidation-Analysis-using-Multi-Agent-Reinforcement-Learning-ICML-2019:
Users that are interested in Liquidation-Analysis-using-Multi-Agent-Reinforcement-Learning-ICML-2019 are comparing it to the libraries listed below
- Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction. KDD 2019.☆22Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆60Updated last year
- ☆26Updated 7 months ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- By means of stochastic volatility models☆43Updated 5 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 6 months ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 5 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- experiments with crypto trading☆15Updated 8 months ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- ☆24Updated 2 years ago
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- Trained an automated stock trading model with companies' fundamental data using FinRL, a Deep Reinforcement Learning library developed by…☆51Updated 3 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- ☆12Updated last year
- ☆18Updated last year
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 3 years ago
- Developing a trend following model using futures☆31Updated last year
- ☆12Updated 2 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- List of portfolio management resources, using Reinforcement Learning.☆41Updated last year
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Updated 9 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated last year