Rachnog / Reinforcement-Learning-in-FinanceLinks
Materials for blogs and conferences
☆70Updated 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:
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- Deep Reinforcement Learning For Trading☆108Updated last year
- ☆74Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆220Updated 6 years ago
- ☆101Updated 3 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆123Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 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
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆88Updated 5 months ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆120Updated 3 years ago
- Implementing a Generative Adversarial Network on the Stock Market☆121Updated 3 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆75Updated 5 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆98Updated 2 years ago
- Portfolio optimization with cvxopt☆40Updated 2 weeks ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- How to detect stock market crashes with topology.☆82Updated 4 years ago
- Master repository for the pandas-ml modules☆164Updated 2 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- A Deep Reinforcement Learning Challenge on Forex Portfolio Management☆151Updated last year
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆103Updated 3 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆37Updated 4 years ago
- Notebooks based on financial machine learning.☆55Updated 5 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆129Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆96Updated 2 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 7 years ago