Rachnog / Reinforcement-Learning-in-Finance
Materials for blogs and conferences
☆67Updated 3 years ago
Alternatives and similar repositories for Reinforcement-Learning-in-Finance:
Users that are interested in Reinforcement-Learning-in-Finance are comparing it to the libraries listed below
- ☆72Updated 2 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆123Updated 5 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆111Updated 4 years ago
- Source code from the youtube video☆77Updated last year
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated last year
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- Reinforcement Learning for Automated Trading☆85Updated 8 years ago
- ☆99Updated 2 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Deep q learning on determining buy/sell signal and placing orders☆48Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 5 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆123Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆63Updated last year
- Deep Reinforcement Learning For Trading☆105Updated last year
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆108Updated 5 years ago
- Research Repo (Archive)☆72Updated 4 years ago
- Implementing a Generative Adversarial Network on the Stock Market☆121Updated 3 years ago
- Master repository for the pandas-ml modules☆161Updated last year
- Source code for the blog post on the evolution of the asset allocation methods☆210Updated 5 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 4 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆72Updated 4 years ago
- A financial trading method using machine learning.☆60Updated last year
- ☆50Updated last year
- Stock and Forex market prediction using ML and time-series modelling☆37Updated 6 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆33Updated last year
- Deep Reinforcement Learning for Portfolio Optimization☆111Updated 4 years ago