Ivsxk / RAT
☆66Updated 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
- ☆17Updated 2 years ago
- A curated list of time series prediction resources.☆53Updated 3 years ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆22Updated 3 years ago
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago
- ☆49Updated 2 years ago
- Open code for PriceGraph☆69Updated 10 months ago
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆34Updated 5 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
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆115Updated this week
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆22Updated last year
- ☆101Updated 3 years ago
- ☆62Updated 2 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆72Updated 3 months ago
- Deep Reinforcement Learning Robot Advisor☆25Updated 3 years ago
- ☆48Updated last year
- Implementation of (Re-)Imag(in)ing Price Trends☆63Updated 2 years ago
- Efficient Continuous Space Policy Optimization for High-frequency Trading (DRPO)☆20Updated last year
- Implementation of Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts☆28Updated 2 years ago
- Reproduce AAAI22-FactorVAE☆59Updated last year
- ☆15Updated 3 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆51Updated 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…☆55Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆77Updated 9 months ago
- ☆85Updated 2 months ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆65Updated 3 years ago
- Official implementation of PRUDEX-Compass☆43Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆137Updated 8 months ago
- ☆48Updated 4 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆53Updated 3 years ago