EthanBraun / DeepPortfolioManagementLinks
An implementation of the paper "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"
☆23Updated 6 years ago
Alternatives and similar repositories for DeepPortfolioManagement
Users that are interested in DeepPortfolioManagement are comparing it to the libraries listed below
Sorting:
- 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
- Reinforcement Learning in FX Trading☆28Updated 5 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum …☆147Updated this week
- An implementation of a stock market trading bot, which uses Deep Q Learning☆24Updated 2 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆57Updated 6 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Updated 6 years ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆104Updated 2 years ago
- Trading multiple stocks using custom gym environment and custom neural network with StableBaselines3.☆53Updated 2 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- differential Sharpe ratio☆34Updated 6 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 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
- Robust Market Making via Adversarial Reinforcement Learning☆51Updated 5 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Updated 5 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Using a modified version of Werner Duvaud's MuZero implementation (https://github.com/werner-duvaud/muzero-general) this reinforcement ag…☆17Updated 4 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆44Updated 5 years ago
- A deep learning model for Financial Signal Representation and Trading☆74Updated 6 years ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆23Updated 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…☆63Updated 2 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆55Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Code for thesis project on applying reinforcement learning to algorithmic trading☆34Updated 2 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 6 years ago
- Reinforcement Learning framework to make synthetic experiments in the financial domain☆23Updated 2 years ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆60Updated 5 years ago