ChuaCheowHuan / gym-continuousDoubleAuctionLinks
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
☆147Updated last week
Alternatives and similar repositories for gym-continuousDoubleAuction
Users that are interested in gym-continuousDoubleAuction are comparing it to the libraries listed below
Sorting:
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- 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
- Trading Environment(OpenAI Gym) + PPO(TensorForce)☆253Updated 2 years ago
- differential Sharpe ratio☆34Updated 6 years ago
- Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019☆222Updated 2 years ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆104Updated 2 years ago
- ☆49Updated 5 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆44Updated 5 years ago
- A Deep Reinforcement Learning Challenge on Forex Portfolio Management☆148Updated 11 months ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆55Updated 6 years ago
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆108Updated 5 years ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆215Updated last year
- Trading Gym is an open source project for the development of reinforcement learning algorithms in the context of trading.☆220Updated 9 months ago
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆31Updated 2 years ago
- Practical Deep Reinforcement Learning Approach for Stock Trading. NeurIPS 2018 AI in Finance.☆91Updated last year
- Implementation of Reinforcement Learning in Pair Trading☆9Updated last week
- A simple, yet elegant visualization of our stock trading RL agent environment.☆221Updated 3 years ago
- A deep learning model for Financial Signal Representation and Trading☆74Updated 6 years ago
- This trading-gym is the first trading for agent to train with episode of short term trading itself.☆232Updated 2 years ago
- CSCI 599 deep learning and its applications final project☆155Updated 6 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆63Updated 2 years ago
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆156Updated last year
- Deep LSTM Duel DQN Reinforcement Learning Forex EUR/USD Trader☆187Updated 2 years ago
- An OpenAI gym environment for futures trading☆32Updated 4 years ago
- 𝘋𝘦𝘦𝘱 𝘙𝘓 𝘈𝘭𝘨𝘰𝘵𝘳𝘢𝘥𝘪𝘯𝘨 𝘸𝘪𝘵𝘩 𝘙𝘢𝘺 𝘈𝘗𝘐☆175Updated last year
- Trading multiple stocks using custom gym environment and custom neural network with StableBaselines3.☆53Updated 2 years ago
- ☆83Updated last year
- Reinforcement Learning for finance☆187Updated 8 years ago
- Reinforcement Learning for Automated Trading☆88Updated 8 years ago