EthanBraun / DeepPortfolioManagement
An implementation of the paper "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"
☆22Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for DeepPortfolioManagement
- 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…☆53Updated 5 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆35Updated 4 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆19Updated 4 years ago
- differential Sharpe ratio☆31Updated 5 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆53Updated 5 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Deep Reinforcement Learning for Stock trading task☆18Updated 3 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆48Updated 4 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 5 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆34Updated 5 years ago
- A portfolio optimization framework leveraging Deep Reinforcement Learning (DRL)☆20Updated 4 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated last year
- Deep Reinforcement Learning For Trading☆105Updated 9 months ago
- Deep Reinforcement Learning for Portfolio Optimization☆94Updated 4 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆51Updated last year
- An implementation of a stock market trading bot, which uses Deep Q Learning☆20Updated 2 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Updated 3 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆37Updated last year
- This project implements the two deep reinforcement learning algorithms on portfolio management☆46Updated 6 years ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆23Updated 3 years ago
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆28Updated 2 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated last year
- Reinforcement Learning for Automated Trading☆85Updated 7 years ago
- Build DDPG models and test on stock market☆22Updated 6 years ago
- Mean-Variance Optimization using DL (pytorch)☆30Updated 2 years ago
- A DQN agent that optimally hedges an options portfolio.☆23Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆12Updated last year
- Some implementations from the paper robust risk aware reinforcement learning☆34Updated 2 years ago
- Hedging portfolios with reinforcement learning.☆34Updated 7 years ago