MatthieuSarkis / Portfolio-Optimization-and-Goal-Based-Investment-with-Reinforcement-LearningView on GitHub
☆20Mar 31, 2026Updated 5 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.☆35Dec 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 8 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
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Repository for code, notebooks, data, etc. for the course "Python for the financial economist" at CBS☆46Updated this week
- Code implementations of my studies on the book Advances in Financial Machine Learning☆12May 18, 2020Updated 6 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆24Jul 17, 2022Updated 4 years ago
- ☆12Jun 13, 2019Updated 7 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
- StockTracker tracks stock trades by members of Congress, calculates their success, and returns a spreadsheet of potentially sketchy trade…☆11Feb 29, 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
- 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
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A solver for the fixed route vehicle charging problem☆24Jun 2, 2021Updated 5 years ago
- ☆25Nov 24, 2020Updated 5 years ago
- Implementation of the paper A Genetic Algorithm for a Green Vehicle Routing Problem☆27Sep 19, 2020Updated 5 years ago
- Profile Repo☆18Apr 29, 2026Updated 4 months ago
- Trading strategy based on the Maximum Pain Theory☆10Aug 27, 2016Updated 10 years ago
- Fully automated trading system, strategy based on Kalman filter☆13May 7, 2018Updated 8 years ago
- Multi-Factor Stock Profit Prediction Using EMD-ALSTM☆29Oct 21, 2019Updated 6 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
- A python library for advanced lattice light-sheet image analysis☆21Sep 9, 2020Updated 5 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.
- Build DDPG models and test on stock market☆22Nov 19, 2018Updated 7 years ago
- A basic library focused on fetching data from the Solana blockchain and parsing NFT transactions.☆11Sep 6, 2023Updated 3 years ago
- ☆20Mar 28, 2023Updated 3 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆38Jun 11, 2019Updated 7 years ago
- Python implementation of Association Rule Mining☆11Apr 26, 2024Updated 2 years ago
- A simple application designed to automate a covered calls trading strategy https://arkm97.github.io/covered-calls/)☆12Feb 9, 2022Updated 4 years ago
- ☆17May 13, 2024Updated 2 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
- ☆19Nov 22, 2022Updated 3 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.
- Automated market-maker making orders filled through the BancorFormula☆15Nov 30, 2021Updated 4 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 7 years ago
- Malware dev tricks. Syscalls part 1. Simple C example☆11Jun 8, 2023Updated 3 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- Guntanks is a simplified clone of popular turn based tank games like Gunbound☆17Mar 14, 2018Updated 8 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