Apress / reinforcement-learning-finance
Source Code for 'Reinforcement Learning for Finance' by Samit Ahlawat
☆19Updated last year
Related projects: ⓘ
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆92Updated 2 years ago
- Deep Reinforcement Learning for Trading☆23Updated last year
- ☆95Updated 2 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆35Updated 4 years ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆51Updated 4 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆101Updated 6 months ago
- The specialization provides the knowledge and practical skills necessary to develop a strong foundation on core paradigms of machine lear…☆11Updated 4 years ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆41Updated 10 months ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆43Updated last year
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆72Updated 6 months ago
- Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/17…☆16Updated 6 years ago
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆23Updated 3 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆19Updated 4 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆41Updated 6 years ago
- ☆48Updated last year
- A financial trading method using machine learning.☆56Updated last year
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆62Updated 4 months ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆70Updated last year
- Trained an automated stock trading model with companies' fundamental data using FinRL, a Deep Reinforcement Learning library developed by…☆47Updated 3 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆88Updated 4 years ago
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆32Updated 8 months ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆89Updated last year
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and …☆35Updated 2 years ago
- apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPGPerforming a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆54Updated 5 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆61Updated 3 years ago
- Reinforce Your Career: Machine Learning in Finance. Extend your expertise of algorithms and tools needed to predict financial markets.☆67Updated 2 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 5 years ago
- ☆21Updated last year
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆14Updated last month
- ☆34Updated 3 years ago