Lingfeng158 / TFJ-DRL-ReplicationLinks
A paper replication project for Time-driven feature-aware jointly deep reinforcement learning
☆11Updated 4 years ago
Alternatives and similar repositories for TFJ-DRL-Replication
Users that are interested in TFJ-DRL-Replication are comparing it to the libraries listed below
Sorting:
- Deep direct reinforcement learning for financial signal representation and trading☆31Updated 5 years ago
- Blaze☆16Updated 4 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆24Updated 2 years ago
- ☆16Updated 4 years ago
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆17Updated 3 years ago
- ☆54Updated 3 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆36Updated 6 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆23Updated 5 months ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆18Updated 2 years ago
- The Implementation of paper (RE)IMAGE(IN)ING PRICE TRENDS by PyTorch☆20Updated 4 years ago
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- ☆43Updated 2 years ago
- Deep Reinforcement Learning for Stock trading task☆21Updated 4 years ago
- Open code for PriceGraph☆73Updated last year
- ☆21Updated 10 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆33Updated 8 months ago
- ☆13Updated last year
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated last year
- Accepted at WWW 25 Industrial Track (oral)☆16Updated 5 months ago
- Reproduce AAAI22-FactorVAE☆68Updated 2 years ago
- 强化学习进行量化金融☆39Updated 3 years ago
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆24Updated 4 years ago
- A Higher-order HMM with EM algo.☆16Updated 3 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years 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
- ☆15Updated 4 years ago
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆17Updated 5 years ago
- ☆30Updated 2 years ago