MRYingLEE / Trading_by_Imitation_Learning
This repo is using imitating learning to optimize portfolio. The code was derived from https://github.com/vermouth1992/drl-portfolio-management .
☆11Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for Trading_by_Imitation_Learning
- ☆13Updated 4 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- ☆12Updated last year
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last month
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆11Updated last year
- ☆19Updated 4 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 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
- Value and Momentum Using Machine Learning☆11Updated 3 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆15Updated last year
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆16Updated 2 months ago
- ☆10Updated last year
- Deep Q-Learning Auto Market Maker☆12Updated 3 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆32Updated 2 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- Deep RL for portfolio management☆12Updated 6 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆12Updated 3 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 5 years ago
- 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
- Advancing in Financial Machine Learning☆16Updated 4 years ago
- Portfolio optimization with cvxopt☆15Updated last year
- A framework for training and evaluating deep learning models in Quantitative trading domain☆45Updated 5 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆40Updated 4 years ago
- Transformers for limit order books☆11Updated 3 years ago
- Alpha model skeletons & examples☆11Updated last year
- ☆14Updated 3 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Updated 3 years ago
- Reinforcement learning environment for trading☆15Updated 6 years ago
- Trend Prediction for High Frequency Trading☆38Updated last year
- ☆10Updated 5 years ago