Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-LearningLinks
β60Updated 5 years ago
Alternatives and similar repositories for A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning
Users that are interested in A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning are comparing it to the libraries listed below
Sorting:
- β32Updated 5 years ago
- ππ¨ Deep Momentum Networks for Time Series Strategiesβ124Updated 5 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposesβ72Updated 4 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarβ¦β128Updated last year
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.β71Updated last year
- This project implements the two deep reinforcement learning algorithms on portfolio managementβ54Updated 6 years ago
- β102Updated 3 years ago
- Implementing a Generative Adversarial Network on the Stock Marketβ121Updated 3 years ago
- Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learniβ¦β206Updated 3 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 environmentβ¦β58Updated 6 years ago
- Deep Reinforcement Learning for Portfolio Optimizationβ126Updated 5 years ago
- Deep Reinforcement Learning For Tradingβ106Updated last year
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep β¦β84Updated 2 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.β36Updated 5 years ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market tradesβ104Updated 2 years ago
- This is the code implementation of the paper "Financial Trading as a Game: A Deep Reinforcement Learning Approach".β89Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'β58Updated 2 years ago
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and β¦β43Updated 3 years ago
- Deep Reinforcement Learning for Stock trading taskβ20Updated 4 years ago
- Stock price prediction using a Temporal Fusion Transformerβ111Updated 2 years ago
- β200Updated last week
- A portfolio optimization framework leveraging Deep Reinforcement Learning (DRL)β25Updated 5 years ago
- An open-source framework for reduction of overfitting of DRL agents in Financeβ69Updated 2 years ago
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy gβ¦β108Updated 5 years ago
- Deep Q-Learning Applied to Algorithmic Tradingβ28Updated 2 months ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysisβ58Updated 6 years ago
- differential Sharpe ratioβ34Updated 6 years ago
- β68Updated 4 years ago
- β74Updated 4 years ago
- Intra day Stock Prediction 10 minutes into the futureβ109Updated 6 years ago