SteamerLee / MASALinks
MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.
☆42Updated 10 months ago
Alternatives and similar repositories for MASA
Users that are interested in MASA are comparing it to the libraries listed below
Sorting:
- ☆103Updated last year
- ☆18Updated 3 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆24Updated 2 years ago
- ☆63Updated last year
- ☆127Updated last year
- ☆32Updated 5 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆153Updated last year
- ☆42Updated 2 years ago
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆17Updated 5 years ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆268Updated last year
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆325Updated last year
- ☆106Updated 7 months ago
- Fintech literature, including journal, conference, book and useful links☆96Updated 3 years ago
- ☆13Updated 9 months ago
- PyTorch implementation of FactorVAE☆78Updated 9 months ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆35Updated 2 years ago
- An end-to-end stock factors mining neural network framework.☆44Updated 2 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆54Updated 7 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆63Updated last year
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆131Updated 8 months ago
- ☆30Updated 2 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆20Updated 2 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆81Updated 3 months ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆29Updated 6 months ago
- Reproduce AAAI22-FactorVAE☆67Updated last year
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆128Updated 2 years ago
- ☆16Updated 3 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆190Updated 2 years ago
- Implementation of (Re-)Imag(in)ing Price Trends☆73Updated 3 years ago