AaronKFC / iRDPG-for-Quantitative-Trading-on-Stock-Index-Futures
☆17Updated 2 years ago
Alternatives and similar repositories for iRDPG-for-Quantitative-Trading-on-Stock-Index-Futures
Users that are interested in iRDPG-for-Quantitative-Trading-on-Stock-Index-Futures are comparing it to the libraries listed below
Sorting:
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆23Updated last year
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆37Updated 6 months ago
- ☆95Updated last year
- ☆32Updated 4 years ago
- Deep Reinforcement Learning Robot Advisor☆25Updated 3 years ago
- ☆9Updated 3 years ago
- ☆66Updated 4 years ago
- Reproduce AAAI22-FactorVAE☆61Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- ☆49Updated 3 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆60Updated 9 months ago
- ☆13Updated 6 months ago
- A curated list of time series prediction resources.☆53Updated 3 years ago
- Implementation of (Re-)Imag(in)ing Price Trends☆70Updated 2 years ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆12Updated last year
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆16Updated 11 months ago
- Accepted at AAAI 25 Workshop Long Research Paper☆16Updated 3 months ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆34Updated 2 years ago
- ☆16Updated 3 years ago
- A DQN agent that optimally hedges an options portfolio.☆24Updated 5 years ago
- Implemented some mathematical processings used in the Barra risk model☆28Updated 2 years ago
- ☆33Updated 11 months ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆56Updated 2 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆54Updated 6 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Updated 5 years ago
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆17Updated 4 years ago
- ☆55Updated last year
- ☆24Updated 2 years ago
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆80Updated 2 years ago