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
  ☆69Updated 4 years ago
• druce / rl
  Deep Reinforcement Learning For Trading
  ☆106Updated last year
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• convergenceIM / alpha-scientist
  ☆73Updated 3 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• vermouth1992 / drl-portfolio-management
  CSCI 599 deep learning and its applications final project
  ☆156Updated 6 years ago
• FernandoDeMeer / Mitigating-Overfitting-Experiment
  Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"
  ☆37Updated 2 years ago
• pnecchi / Thesis
  Reinforcement Learning for Automated Trading
  ☆89Updated 8 years ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 6 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• CFMTech / Deep-RL-for-Portfolio-Optimization
  Deep Reinforcement Learning for Portfolio Optimization
  ☆126Updated 5 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆194Updated 5 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆125Updated 5 years ago
• grananqvist / Machine-Learning-Trading-Strategies
  Stock and Forex market prediction using ML and time-series modelling
  ☆38Updated 6 years ago
• Jackal08 / financial-data-structures
  Depricated repo. Please refer to mlfinlab
  ☆113Updated 5 years ago
• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆35Updated 8 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆128Updated 4 years ago
• Rachnog / Deep-Portfolio-Management
  Source code for the blog post on the evolution of the asset allocation methods
  ☆216Updated 5 years ago
• AustenZhu / Deep-Reinforcement-Learning-in-Zipline
  Creating DRL infrastructure for Dynamic Beta with Zipline and Keras
  ☆15Updated 2 years ago
• laikasinjason / deep-q-learning-trading-system-on-hk-stocks-market
  Deep q learning on determining buy/sell signal and placing orders
  ☆49Updated 6 years ago
• cw-jang / adv_finance
  Implementation of AFML Book
  ☆21Updated 6 years ago
• WenhangBao / Multi-Agent-RL-for-Liquidation
  Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis
  ☆58Updated 6 years ago
• jsg71 / Deep-Hedging
  ☆149Updated 5 years ago
• hamaadshah / market_risk_gan_tensorflow
  Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
  ☆93Updated 2 years ago
• 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
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆63Updated 2 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
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 3 years ago
• aaaquants / QuantBasics1-4
  ☆45Updated 7 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆127Updated 7 years ago