Open-Finance-Lab / FinRL_Contest_2023Links
Starter kit and resources for ACM ICAIF 2023 FinRL Contest. Website: https://open-finance-lab.github.io/finrl-contest.github.io/
☆52Updated 8 months ago
Alternatives and similar repositories for FinRL_Contest_2023
Users that are interested in FinRL_Contest_2023 are comparing it to the libraries listed below
Sorting:
- ☆105Updated last year
- ☆64Updated last year
- Fintech literature, including journal, conference, book and useful links☆98Updated 3 years ago
- ☆42Updated 2 years ago
- ☆89Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆156Updated last year
- Official implementation of PRUDEX-Compass☆52Updated 2 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆129Updated 2 years ago
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆44Updated 11 months ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆53Updated 7 years ago
- References for factor model☆37Updated 5 years ago
- ☆30Updated 2 years ago
- Papers for AI + quantitative investment☆126Updated last year
- Efficient Continuous Space Policy Optimization for High-frequency Trading (DRPO)☆23Updated 2 years ago
- ☆129Updated last year
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆16Updated 5 years ago
- ☆110Updated 9 months ago
- ☆69Updated 4 years ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆136Updated 10 months ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆130Updated this week
- Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading☆61Updated 9 months ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆328Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆68Updated 2 years ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆81Updated last year
- [WWW'2024] "FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model"☆97Updated 6 months ago
- This is the code implementation of the paper "Financial Trading as a Game: A Deep Reinforcement Learning Approach".☆90Updated 4 years ago
- ☆16Updated 4 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆31Updated 7 months ago
- Deep direct reinforcement learning for financial signal representation and trading☆30Updated 5 years ago
- Trading multiple stocks using custom gym environment and custom neural network with StableBaselines3.☆52Updated 2 years ago