SimonOuellette35 / BayesianRLLinks
Some example code for the "Introduction to Bayesian Reinforcement Learning" presentations
☆29Updated 6 years ago
Alternatives and similar repositories for BayesianRL
Users that are interested in BayesianRL are comparing it to the libraries listed below
Sorting:
- Bayesian Uncertainty Exploration in Deep Reinforcement Learning☆18Updated 8 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- Stochastic volatility models☆18Updated 7 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- ☆17Updated 5 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆36Updated 6 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Updated 4 years ago
- Deep RL for portfolio management☆13Updated 7 years ago
- Playing with Financial Time Series☆27Updated 6 years ago
- Algorithmic Trading Challenge implemented as part of the term project for Foundations of Machine Learning at NYU Courant in Fall 2016 (ht…☆27Updated 4 years ago
- CAIS++ Spring 2019 Project: Building an Agent to Trade with Reinforcement Learning☆39Updated this week
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆23Updated last year
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Feature selection for maximizing expected cumulative reward☆30Updated 8 years ago
- This is a work in progress Pytorch implementation of the recently proposed ES-RNN by Slawek Smyl, winner of the M4 competition☆12Updated 6 years ago
- A deep reinforcement learning model for portfolio management. For more info, check☆14Updated 5 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 6 years ago
- Hedging portfolios with reinforcement learning.☆36Updated 8 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- ☆49Updated 6 years ago
- A DQN agent that optimally hedges an options portfolio.☆25Updated 5 years ago
- Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.☆15Updated 4 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Updated 3 years ago
- Mixture Density Network with Tensorflow Probability. Demonstrate the usefulness of multi-modal distribution outputs for neural networks.☆19Updated 5 years ago
- A deep learning model for Financial Signal Representation and Trading☆76Updated 7 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Trading Robot based on LSTM-PPO☆28Updated 6 years ago
- ☆18Updated 5 years ago
- ☆27Updated 6 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 7 years ago