MatthieuSarkis / Portfolio-Optimization-and-Goal-Based-Investment-with-Reinforcement-LearningView on GitHub
☆20Mar 31, 2026Updated 3 months ago
Alternatives and similar repositories for Portfolio-Optimization-and-Goal-Based-Investment-with-Reinforcement-Learning
Users that are interested in Portfolio-Optimization-and-Goal-Based-Investment-with-Reinforcement-Learning are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Dec 8, 2019Updated 6 years ago
- Official implementation of the UMDQN algorithm presented in the scientific research paper entitled "Distributional Reinforcement Learning…☆11Jun 3, 2022Updated 4 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆57Aug 30, 2018Updated 7 years ago
- Back test and trade harmonic patterns on Deribit☆10Jan 20, 2020Updated 6 years ago
- Mean-Variance Optimization using DL (pytorch)☆33Mar 26, 2022Updated 4 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆24Jul 17, 2022Updated 4 years ago
- ☆14Nov 8, 2024Updated last year
- ☆12Jun 13, 2019Updated 7 years ago
- Cointegration Bitcoin Backtester☆18Feb 19, 2019Updated 7 years ago
- Official repo for our AAAI'21 paper, https://arxiv.org/abs/2007.12354☆30Jul 14, 2021Updated 5 years ago
- Personal Trading System for Crypto Currency☆16Nov 26, 2019Updated 6 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆16Apr 23, 2024Updated 2 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆27Nov 5, 2018Updated 7 years ago
- A package for Shrinkage Estimation of Covariance Matrices☆37May 26, 2024Updated 2 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- A purely Python-based flexible open-source software for estimating and modeling the complex permittivity obtained from the open-ended coa…☆15Jan 7, 2024Updated 2 years ago
- ☆25Nov 24, 2020Updated 5 years ago
- Documentation for the OpenHSR introductory LaTeX workshop☆18Dec 19, 2024Updated last year
- Trading strategy based on the Maximum Pain Theory☆10Aug 27, 2016Updated 9 years ago
- ☆104May 3, 2022Updated 4 years ago
- Fully automated trading system, strategy based on Kalman filter☆13May 7, 2018Updated 8 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆24Mar 26, 2021Updated 5 years ago
- Build DDPG models and test on stock market☆22Nov 19, 2018Updated 7 years ago
- RViz Plugin for Displaying Aerial Images☆21Nov 12, 2024Updated last year
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆38Jun 11, 2019Updated 7 years ago
- ☆17Jul 28, 2019Updated 7 years ago
- Python implementation of Association Rule Mining☆11Apr 26, 2024Updated 2 years ago
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆10Sep 17, 2021Updated 4 years ago
- Libraries to convert Korean lunar-calendar to Gregorian calendar written in python☆24Jun 15, 2026Updated last month
- Research Repo (Archive)☆78Oct 6, 2020Updated 5 years ago
- ☆12Oct 4, 2018Updated 7 years ago
- Tool to check the CloudTrail configuration and the services where trails are sent, to detect potential attacks to CloudTrail logging.☆13May 25, 2024Updated 2 years ago
- Plot GPS Position in real world tiled map☆27Mar 20, 2019Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Malware dev tricks. Syscalls part 1. Simple C example☆11Jun 8, 2023Updated 3 years ago
- Repo with articles for the python-engineer.com website. New authors are welcome!☆23Aug 30, 2022Updated 3 years ago
- Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.☆11Nov 11, 2020Updated 5 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 4 years ago
- ☆10Mar 31, 2016Updated 10 years ago
- bitcoin big trades and liquidations ticker☆17Nov 8, 2019Updated 6 years ago
- Facebook Marketing API wrapper written in python☆23Mar 27, 2023Updated 3 years ago