TradeMaster-NTU / PRUDEX-Compass
Official implementation of PRUDEX-Compass
☆43Updated last year
Alternatives and similar repositories for PRUDEX-Compass:
Users that are interested in PRUDEX-Compass are comparing it to the libraries listed below
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago
- ☆48Updated last year
- ☆92Updated last year
- ☆15Updated 3 years ago
- ☆49Updated 2 years ago
- ☆27Updated last year
- ☆62Updated 2 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆55Updated 2 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last month
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆22Updated last year
- ☆40Updated 2 years ago
- ☆39Updated last month
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆92Updated 3 months ago
- ☆101Updated 8 months ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆38Updated 2 months ago
- ☆78Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆137Updated 8 months ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆56Updated last year
- ☆85Updated 2 months ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆22Updated 3 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆77Updated 9 months ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- Efficient Continuous Space Policy Optimization for High-frequency Trading (DRPO)☆20Updated last year
- Pytorch implementation of TransLOB from Transformer for limit order books☆24Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆41Updated last year
- ☆13Updated 4 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆13Updated last month
- Multi Task Learning Time Series Momentum☆19Updated 10 months ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆14Updated last month