Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-LearningLinks
☆60Updated 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:
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆124Updated 5 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆72Updated 4 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆71Updated last year
- Deep Reinforcement Learning for Portfolio Optimization☆126Updated 5 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆128Updated 2 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆85Updated 2 years ago
- Stock price prediction using a Temporal Fusion Transformer☆113Updated 2 years ago
- ☆102Updated 3 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆36Updated 6 years ago
- ☆32Updated 5 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆127Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆57Updated 2 years ago
- differential Sharpe ratio☆34Updated 6 years ago
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and …☆45Updated 3 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆78Updated 9 months ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- A portfolio optimization framework leveraging Deep Reinforcement Learning (DRL)☆25Updated 5 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆53Updated 7 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆82Updated last year
- Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learni…☆207Updated 3 years ago
- detecting regime of financial market☆40Updated 2 years ago
- Implementing a Generative Adversarial Network on the Stock Market☆121Updated 3 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 7 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- ☆201Updated last month
- An open-source framework for reduction of overfitting of DRL agents in Finance☆69Updated 2 years ago
- ☆73Updated 4 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…☆58Updated 6 years ago