MRYingLEE / Trading_by_Imitation_LearningLinks
This repo is using imitating learning to optimize portfolio. The code was derived from https://github.com/vermouth1992/drl-portfolio-management .
☆11Updated 6 years ago
Alternatives and similar repositories for Trading_by_Imitation_Learning
Users that are interested in Trading_by_Imitation_Learning are comparing it to the libraries listed below
Sorting:
- ☆14Updated 4 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆11Updated 2 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- ☆10Updated 2 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 3 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 9 months ago
- ☆19Updated 4 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 4 months ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Updated 5 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Portfolio optimization package in Python.☆16Updated 5 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 9 months ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Transformers for limit order books☆13Updated 3 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 6 years ago
- ☆18Updated 6 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆28Updated 5 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆9Updated 2 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Updated 4 years ago
- Probabilistic and Directional Relu Wavenet with forex and economic news data☆25Updated 5 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆10Updated last year
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆11Updated 9 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 7 years ago
- ☆26Updated 10 months ago