Pandede / FDRNN
Deep direct reinforcement learning for financial signal representation and trading
☆26Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for FDRNN
- ☆14Updated 3 years ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆12Updated 3 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 6 years ago
- Deep Reinforcement Learning for Stock trading task☆18Updated 3 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated last year
- ☆12Updated 2 years ago
- An implementation of DDPG using PyTorch for algorithmic trading on Chinese SH50 stock market.☆28Updated 4 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆19Updated 4 years ago
- ☆27Updated last year
- ☆83Updated last year
- Some implementations from the paper robust risk aware reinforcement learning☆34Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆37Updated last year
- ☆39Updated last year
- A DQN agent that optimally hedges an options portfolio.☆23Updated 4 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆51Updated last year
- Official implementation of PRUDEX-Compass☆36Updated last year
- ☆11Updated 3 years ago
- ☆49Updated 2 years ago
- 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…☆20Updated last year
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆18Updated 4 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆26Updated 2 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆44Updated 6 years ago
- Deep learning for limit order book trading and mid-price movement☆49Updated 4 years ago
- Build DDPG models and test on stock market☆22Updated 6 years ago
- Efficient Continuous Space Policy Optimization for High-frequency Trading (DRPO)☆17Updated last year
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆16Updated last year
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆23Updated 3 years ago