DemaciaLarz / TDQN-in-kerasLinks
Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.
☆11Updated 5 years ago
Alternatives and similar repositories for TDQN-in-keras
Users that are interested in TDQN-in-keras are comparing it to the libraries listed below
Sorting:
- This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strat…☆25Updated 6 years ago
- Blaze☆16Updated 4 years ago
- Automated FOREX trading using recurrent reinforcement learning☆34Updated 2 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 7 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆26Updated 7 months ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 6 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆36Updated 3 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆36Updated 6 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Reinforcement Learning in FX Trading☆28Updated 6 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Updated 5 years ago
- Using a modified version of Werner Duvaud's MuZero implementation (https://github.com/werner-duvaud/muzero-general) this reinforcement ag…☆18Updated 4 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆52Updated 5 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- An implementation of a stock market trading bot, which uses Deep Q Learning☆24Updated 2 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Updated 2 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆12Updated 2 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆54Updated 2 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆28Updated 2 years ago
- Implementation of AFML Book☆21Updated 6 years ago
- Tensortrade project for reinforcement learning in futures market☆56Updated 5 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆36Updated 5 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- ☆27Updated 7 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 9 months ago