Alternatives and similar repositories for FDRNN

Users that are interested in FDRNN are comparing it to the libraries listed below

• Lingfeng158 / TFJ-DRL-Replication
  A paper replication project for Time-driven feature-aware jointly deep reinforcement learning
  ☆11Updated 4 years ago
• jiahaoli57 / LSRE-CAAN
  Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…
  ☆24Updated 2 years ago
• lixiaojieff / stock-portfolio
  ☆16Updated 3 years ago
• Sakura-Fire-Capital / DoubleEnsembleML
  Blaze
  ☆15Updated 4 years ago
• andreaslillevangbech / PortfolioManager-pytorch
  ☆15Updated 4 years ago
• wencyxu / HRL-HF_risk_factor_set
  Accepted at AAAI 25 Workshop Long Research Paper
  ☆22Updated 3 months ago
• namm2008 / DRL_stock_trading
  Deep Reinforcement Learning for Stock trading task
  ☆21Updated 4 years ago
• sino30535 / DDPG-portfolio-management
  Build DDPG models and test on stock market
  ☆22Updated 6 years ago
• raehyuns / DDRL_trading
  Deep Direct Recurrent Reinforcement Learning to learn trading system
  ☆26Updated 7 years ago
• oskarimikkila / Empirical-Deep-Hedging
  ☆16Updated 3 years ago
• AshengLin / FDRNN
  Deep Direct Reinforcement Learning for Financial Signal Representation and Trading(http://cslt.riit.tsinghua.edu.cn/mediawiki/images/a/aa…
  ☆29Updated 6 years ago
• YukiYasuda2718 / rl-bsmodel-with-costs
  Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…
  ☆21Updated 5 years ago
• ieshanvaidya / reinforcement-learning-option-pricing
  A DQN agent that optimally hedges an options portfolio.
  ☆24Updated 5 years ago
• TradeMaster-NTU / PRUDEX-Compass
  Official implementation of PRUDEX-Compass
  ☆51Updated 2 years ago
• louisoutin / rat_crypto_trader
  Relation-Aware Transformer for Portfolio Policy Learning using Binance provider
  ☆25Updated 4 years ago
• kshre / PPN
  This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".
  ☆17Updated 5 years ago
• hxLau / IPT-CNN
  The Implementation of paper (RE)IMAGE(IN)ING PRICE TRENDS by PyTorch
  ☆20Updated 4 years ago
• Ivsxk / RAT
  ☆69Updated 4 years ago
• goiter / CoCPC
  ☆53Updated 3 years ago
• LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABL
  Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series
  ☆12Updated last year
• Hugo-CAS / Dynamic-Stock-Co-Movement-Graphs-for-Stock-Predictions
  Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"
  ☆16Updated 3 years ago
• viebboy / TABL
  Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis
  ☆36Updated 6 years ago
• AutoAlpha2022 / AutoAlpha
  通过遗传算法、强化学习来自动选择高频因子
  ☆23Updated 2 years ago
• tqa236 / LSTM_algo_trading
  Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"
  ☆19Updated 5 years ago
• deepcrypto / Reinforcement-learning-in-portfolio-management-
  This project implements the two deep reinforcement learning algorithms on portfolio management
  ☆53Updated 7 years ago
• NoOneUST / Stock-Price-Prediction-LSTM-and-Trading-Strategy-Reinforcement-Learning
  Stock Price Prediction with LSTM and Trading Strategy with Reinforcement Learning
  ☆14Updated 5 years ago
• CMACH508 / DeepTrader
  ☆104Updated last year
• ZhuZhouFan / TWMA
  ☆13Updated 10 months ago
• Alessiobrini / Deep-Reinforcement-Trading-with-Predictable-Returns
  Reinforcement Learning framework to make synthetic experiments in the financial domain
  ☆23Updated 2 years ago
• YinchuanLl / Reinforcement-learning-for-portfolio-allocation
  Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation
  ☆37Updated 6 years ago