Open-Finance-Lab / FinRL_Contest_2023
Starter kit and resources for ACM ICAIF 2023 FinRL Contest. Website: https://open-finance-lab.github.io/finrl-contest.github.io/
☆51Updated last week
Alternatives and similar repositories for FinRL_Contest_2023:
Users that are interested in FinRL_Contest_2023 are comparing it to the libraries listed below
- ☆39Updated 2 years ago
- ☆88Updated last year
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆28Updated 3 months ago
- ☆74Updated 10 months ago
- Efficient Continuous Space Policy Optimization for High-frequency Trading (DRPO)☆18Updated last year
- This project implements the two deep reinforcement learning algorithms on portfolio management☆50Updated 6 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆121Updated 6 months ago
- Fintech literature, including journal, conference, book and useful links☆90Updated 2 years ago
- Papers for AI + quantitative investment☆98Updated 4 months ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆107Updated this week
- ☆91Updated 6 months ago
- ☆41Updated 11 months ago
- References for factor model☆34Updated 4 years ago
- ☆64Updated 4 years ago
- Official implementation of PRUDEX-Compass☆39Updated last year
- Initially a fork of the GitHub repository for the paper "Informer" accepted by AAAI 2021. Heavily modified since then.☆13Updated last year
- ☆27Updated last year
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆57Updated 11 months ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆117Updated last year
- ☆17Updated 2 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆53Updated last year
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆16Updated 4 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆22Updated last year
- An implementation of DDPG using PyTorch for algorithmic trading on Chinese SH50 stock market.☆28Updated 4 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆93Updated 8 months ago
- A curated list of time series prediction resources.☆54Updated 3 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- ☆9Updated 2 years ago
- Implementation of Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts☆24Updated 2 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆20Updated 5 years ago