ThibautTheate / Unconstrained-Monotonic-Deep-Q-Network-algorithm
Official implementation of the UMDQN algorithm presented in the scientific research paper entitled "Distributional Reinforcement Learning with Unconstrained Monotonic Neural Networks".
☆11Updated 2 years ago
Alternatives and similar repositories for Unconstrained-Monotonic-Deep-Q-Network-algorithm:
Users that are interested in Unconstrained-Monotonic-Deep-Q-Network-algorithm are comparing it to the libraries listed below
- Hierarchical Attention in Reinforcement Learning for Stock Order Executions☆28Updated 3 years ago
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆20Updated last year
- [AAMAS 2023] Code for the paper "Automatic Noise Filtering with Dynamic Sparse Training in Deep Reinforcement Learning"☆13Updated last year
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆36Updated 5 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆20Updated 5 years ago
- Implementation of NeurIPS2021 paper <On Effective Scheduling of Model-based Reinforcement Learning>☆12Updated 3 years ago
- Deep Reinforcement Learning for Nash Equilibria☆41Updated 2 years ago
- End-to-end distributionally robust optimization☆34Updated last year
- Evolution-based Soft Actor-Critic (ESAC)☆41Updated 8 months ago
- Code for ICLR 2022 Paper (HyperDQN: A Randomized Exploration Method for Deep Reinforcement Learning)☆13Updated last year
- Unofficial Code for NeurIPS 2021 paper "Regret Minimization Experience Replay in Off-policy Reinforcement Learning"☆13Updated 3 years ago
- ☆13Updated 4 years ago
- A DQN agent that optimally hedges an options portfolio.☆22Updated 5 years ago
- Implementing DQNClipped and DQNReg Algorithms☆10Updated 4 years ago
- Prioritized Sequence Experience Replay☆10Updated 3 years ago
- Code for NeurIPS2021 submission "A Surrogate Objective Framework for Prediction+Programming with Soft Constraints"☆13Updated 3 years ago
- ☆8Updated 3 years ago
- Implementation of OpenAI's Evolution Strategies in PyTorch.☆20Updated 4 years ago
- Risk-Averse Distributional Reinforcement Learning: Code☆26Updated 6 years ago
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆17Updated 4 years ago
- Link to paper: https://www.ssrn.com/abstract=3804655☆12Updated 3 years ago
- Trading Robot based on LSTM-PPO☆26Updated 5 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆28Updated 4 years ago
- Stock Trading with Reinforcement Learning (DQN & DDPG)☆8Updated 4 years ago
- Combining Evolutionary Algorithms and deep Reinforcement Learning☆15Updated 6 years ago
- ☆9Updated 2 years ago
- Energy-based Surprise Minimization for Multi-Agent Value Factorization☆12Updated last year
- ☆14Updated 2 years ago
- Revisiting Discrete Soft Actor-Critic Accepted by Transactions on Machine Learning Research (TMLR)☆19Updated 4 months ago
- ☆13Updated 2 years ago