Pandede / FDRNN
Deep direct reinforcement learning for financial signal representation and trading
☆28Updated 4 years ago
Alternatives and similar repositories for FDRNN:
Users that are interested in FDRNN are comparing it to the libraries listed below
- ☆15Updated 3 years ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆12Updated 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
- ☆13Updated 4 years ago
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆17Updated 4 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 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
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- ☆17Updated 2 years ago
- An implementation of DDPG using PyTorch for algorithmic trading on Chinese SH50 stock market.☆28Updated 4 years ago
- Multi Task Learning Time Series Momentum☆19Updated 10 months ago
- Some implementations from the paper robust risk aware reinforcement learning☆35Updated 3 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆55Updated 2 years ago
- ☆14Updated 2 years ago
- ☆27Updated last year
- Reinforcement Learning framework to make synthetic experiments in the financial domain☆23Updated last year
- ☆49Updated 3 years ago
- The Implementation of paper (RE)IMAGE(IN)ING PRICE TRENDS by PyTorch☆19Updated 3 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆20Updated 5 years ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆22Updated 3 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆14Updated last month
- A deep learning model for Financial Signal Representation and Trading☆73Updated 6 years ago
- Code to support my Master's thesis☆19Updated last year
- ☆12Updated 4 months ago
- Code for the paper "Hedging with linear regressions and neural networks"☆36Updated 3 years ago
- Deep Direct Reinforcement Learning for Financial Signal Representation and Trading(http://cslt.riit.tsinghua.edu.cn/mediawiki/images/a/aa…☆29Updated 5 years ago
- ☆92Updated last year
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆18Updated last year
- A DQN agent that optimally hedges an options portfolio.☆22Updated 5 years ago