Rachnog / Reinforcement-Learning-in-FinanceLinks
Materials for blogs and conferences
☆69Updated 4 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
Sorting:
- ☆101Updated 3 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- Deep Reinforcement Learning For Trading☆107Updated last year
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆121Updated 4 years ago
- ☆73Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆96Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆74Updated 5 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Master repository for the pandas-ml modules☆164Updated 2 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆219Updated 6 years ago
- implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)☆78Updated 2 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆121Updated 3 years ago
- ☆195Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆132Updated 7 months ago
- How to detect stock market crashes with topology.☆82Updated 4 years ago
- trend / momentum and other patterns in financial timeseries☆275Updated 4 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Source code from the youtube video☆77Updated 2 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 4 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 4 years ago
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆87Updated 4 months ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago