MatthieuSarkis / Portfolio-Optimization-and-Goal-Based-Investment-with-Reinforcement-LearningView on GitHub
☆19Mar 31, 2026Updated last month
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 3 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆56Aug 30, 2018Updated 7 years ago
- Mean-Variance Optimization using DL (pytorch)☆33Mar 26, 2022Updated 4 years ago
- Repository for code, notebooks, data, etc. for the course "Python for the financial economist" at CBS☆41Mar 24, 2026Updated last month
- 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.
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated 2 years ago
- Python Scripts for Backtesting SPX Put Strategies Using Black-Scholes Proxies☆14Feb 15, 2018Updated 8 years ago
- Cointegration Bitcoin Backtester☆18Feb 19, 2019Updated 7 years ago
- StockTracker tracks stock trades by members of Congress, calculates their success, and returns a spreadsheet of potentially sketchy trade…☆10Feb 29, 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
- Official repo for our AAAI'21 paper, https://arxiv.org/abs/2007.12354☆30Jul 14, 2021Updated 4 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆27Nov 5, 2018Updated 7 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆96Jan 11, 2022Updated 4 years ago
- ☆25Nov 24, 2020Updated 5 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Trading strategy based on the Maximum Pain Theory☆10Aug 27, 2016Updated 9 years ago
- ☆103May 3, 2022Updated 4 years ago
- Multi-Factor Stock Profit Prediction Using EMD-ALSTM☆29Oct 21, 2019Updated 6 years ago
- A python library for advanced lattice light-sheet image analysis☆21Sep 9, 2020Updated 5 years ago
- ☆20Mar 28, 2023Updated 3 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆38Jun 11, 2019Updated 6 years ago
- Classical Fama French Three Factor Model.☆23Sep 19, 2020Updated 5 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
- An interactive, TLS-capable HTTP intercepting proxy designed for penetration testers and software developers, including a parser for the …☆26Jul 31, 2025Updated 9 months 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.
- Libraries to convert Korean lunar-calendar to Gregorian calendar written in python☆23Jul 25, 2023Updated 2 years ago
- Research Repo (Archive)☆77Oct 6, 2020Updated 5 years ago
- A simple application designed to automate a covered calls trading strategy https://arkm97.github.io/covered-calls/)☆11Feb 9, 2022Updated 4 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 last year
- 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
- A portfolio optimization framework leveraging Deep Reinforcement Learning (DRL) and a custom trading environment☆13Aug 12, 2020Updated 5 years ago
- Malware dev tricks. Syscalls part 1. Simple C example☆12Jun 8, 2023Updated 2 years ago
- Python implementation of Association Rule Mining☆11Apr 26, 2024Updated 2 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
- 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.
- ☆10Mar 31, 2016Updated 10 years ago
- Portfolio optimization and index tracking for the FTSE index using genetic algorithm☆12Jan 13, 2018Updated 8 years ago
- My master's thesis, on the algebra of topological quantum computing☆20Feb 13, 2014Updated 12 years ago
- ☆11Nov 6, 2024Updated last year
- Deep RL for portfolio management☆13Aug 31, 2018Updated 7 years ago
- bitcoin big trades and liquidations ticker☆17Nov 8, 2019Updated 6 years ago
- TensorFlow examples for Valohai platform☆20Apr 17, 2026Updated 3 weeks ago