SimonOuellette35 / RLNonStationaryLinks
Demo for the application of RL to non-stationary effects
☆45Updated 5 years ago
Alternatives and similar repositories for RLNonStationary
Users that are interested in RLNonStationary are comparing it to the libraries listed below
Sorting:
- Materials for blogs and conferences☆70Updated 4 years ago
- Deep Reinforcement Learning For Trading☆108Updated last year
- ☆74Updated 3 years ago
- Reinforcement Learning for Automated Trading☆90Updated 9 years ago
- Stochastic volatility models☆18Updated 7 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- CSCI 599 deep learning and its applications final project☆155Updated 6 years ago
- ☆27Updated 6 years ago
- ☆195Updated 5 years ago
- ☆102Updated 7 years ago
- Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…☆88Updated 5 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- A Deep Reinforcement Learning Challenge on Forex Portfolio Management☆151Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- Hedging portfolios with reinforcement learning.☆36Updated 8 years ago
- Implementation of AFML Book☆22Updated 6 years ago
- ☆66Updated 7 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆120Updated 3 years ago
- ☆45Updated 8 years ago
- Implementation of Reinforcement Learning in Pair Trading☆11Updated 5 months ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- ☆154Updated 5 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆40Updated 5 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆220Updated 6 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆98Updated 2 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 7 years ago
- ☆101Updated 3 years ago