Ivsxk / RAT
☆67Updated 4 years ago
Alternatives and similar repositories for RAT:
Users that are interested in RAT are comparing it to the libraries listed below
- ☆92Updated last year
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆22Updated 4 years ago
- Reproduce AAAI22-FactorVAE☆60Updated last year
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆22Updated last year
- ☆65Updated 2 years ago
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆35Updated 6 months ago
- ☆17Updated 2 years ago
- ☆49Updated 3 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆73Updated 4 months ago
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆17Updated 4 years ago
- ☆51Updated last year
- Implementation of (Re-)Imag(in)ing Price Trends☆68Updated 2 years ago
- ☆15Updated 3 years ago
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago
- Deep Reinforcement Learning Robot Advisor☆25Updated 3 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last month
- Open code for PriceGraph☆71Updated 11 months ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆118Updated this week
- Implementation of Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts☆28Updated 2 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆140Updated 9 months ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆54Updated 6 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆78Updated 10 months ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆66Updated 3 years ago
- ☆102Updated 3 years ago
- A curated list of time series prediction resources.☆53Updated 3 years ago
- Papers for AI + quantitative investment☆112Updated 7 months ago
- The implementation of "modeling financial time-series with generative adversarial networks"☆62Updated 2 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆55Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆118Updated 4 years ago
- ☆90Updated 3 months ago