Alternatives and similar repositories for RLNonStationary

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

• druce / rl
  Deep Reinforcement Learning For Trading
  ☆108Updated 2 years ago
• Rachnog / Reinforcement-Learning-in-Finance
  Materials for blogs and conferences
  ☆70Updated 4 years ago
• convergenceIM / alpha-scientist
  ☆75Updated 3 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• pnecchi / Thesis
  Reinforcement Learning for Automated Trading
  ☆90Updated 9 years ago
• grananqvist / Machine-Learning-Trading-Strategies
  Stock and Forex market prediction using ML and time-series modelling
  ☆39Updated 7 years ago
• kayuksel / forex-rl-challenge
  A Deep Reinforcement Learning Challenge on Forex Portfolio Management
  ☆151Updated last year
• FernandoDeMeer / Mitigating-Overfitting-Experiment
  Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"
  ☆37Updated 2 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆36Updated 8 years ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 7 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆66Updated 3 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆195Updated 5 years ago
• vermouth1992 / drl-portfolio-management
  CSCI 599 deep learning and its applications final project
  ☆155Updated 6 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆126Updated 6 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆127Updated 7 years ago
• WenhangBao / Multi-Agent-RL-for-Liquidation
  Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis
  ☆58Updated 6 years ago
• peng3738 / Selfstudy-note-for-advances-in-financial-machine-learning
  Notebook for <Advances in Financial Machine Learning> using Python 3.7
  ☆43Updated 7 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…
  ☆88Updated 6 years ago
• cw-jang / adv_finance
  Implementation of AFML Book
  ☆22Updated 6 years ago
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆51Updated 4 years ago
• kvsnoufal / portfolio-optimization
  ☆102Updated 3 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…
  ☆55Updated 4 years ago
• lamres / hmm_market_behavior
  Unsupervised Learning to Market Behavior Forecasting Example
  ☆40Updated 5 years ago
• AustenZhu / Deep-Reinforcement-Learning-in-Zipline
  Creating DRL infrastructure for Dynamic Beta with Zipline and Keras
  ☆14Updated 3 years ago
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆62Updated 2 years ago
• apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPG
  Performing a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…
  ☆58Updated 6 years ago
• borisbanushev / predictions
  ☆67Updated 7 years ago
• bukosabino / financial-forecasting-challenge-gresearch
  My approaches to Financial Forecasting Challenge by G-Research
  ☆45Updated 7 years ago
• CFMTech / Deep-RL-for-Portfolio-Optimization
  Deep Reinforcement Learning for Portfolio Optimization
  ☆130Updated 5 years ago