Alternatives and similar repositories for RLNonStationary:

Users that are interested in RLNonStationary are comparing it to the libraries listed below

• Rachnog / Reinforcement-Learning-in-Finance
  Materials for blogs and conferences
  ☆67Updated 3 years ago
• pnecchi / Thesis
  Reinforcement Learning for Automated Trading
  ☆85Updated 8 years ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 6 years ago
• druce / rl
  Deep Reinforcement Learning For Trading
  ☆106Updated last year
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 5 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 5 years ago
• FernandoDeMeer / Mitigating-Overfitting-Experiment
  Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"
  ☆37Updated last year
• gaurav1086 / dl-algo-trader
  Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…
  ☆87Updated 5 years ago
• peng3738 / Selfstudy-note-for-advances-in-financial-machine-learning
  Notebook for <Advances in Financial Machine Learning> using Python 3.7
  ☆43Updated 6 years ago
• convergenceIM / alpha-scientist
  ☆71Updated 2 years ago
• WenhangBao / Multi-Agent-RL-for-Liquidation
  Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis
  ☆55Updated 5 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆114Updated 2 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆79Updated last year
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆55Updated last year
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆123Updated 4 years ago
• mariko-sawada / FinRL_with_fundamental_data
  Trained an automated stock trading model with companies' fundamental data using FinRL, a Deep Reinforcement Learning library developed by…
  ☆51Updated 3 years ago
• tomgrek / RL-stocktrading
  ☆102Updated 6 years ago
• yuriak / RLCrypto
  A crypto currency live-trading backend for Huobi
  ☆37Updated 6 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆193Updated 4 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆122Updated 5 years ago
• cw-jang / adv_finance
  Implementation of AFML Book
  ☆21Updated 5 years ago
• laikasinjason / deep-q-learning-trading-system-on-hk-stocks-market
  Deep q learning on determining buy/sell signal and placing orders
  ☆47Updated 5 years ago
• borisbanushev / predictions
  ☆62Updated 6 years ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆58Updated last year
• grananqvist / Machine-Learning-Trading-Strategies
  Stock and Forex market prediction using ML and time-series modelling
  ☆37Updated 6 years ago
• kayuksel / forex-rl-challenge
  A Deep Reinforcement Learning Challenge on Forex Portfolio Management
  ☆144Updated 6 months ago
• vermouth1992 / drl-portfolio-management
  CSCI 599 deep learning and its applications final project
  ☆151Updated 5 years ago
• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆34Updated 7 years ago
• hamaadshah / market_risk_gan_tensorflow
  Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
  ☆89Updated 2 years ago
• aaaquants / QuantBasics1-4
  ☆45Updated 7 years ago