WenhangBao / Multi-Agent-RL-for-LiquidationLinks
Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis
☆58Updated 6 years ago
Alternatives and similar repositories for Multi-Agent-RL-for-Liquidation
Users that are interested in Multi-Agent-RL-for-Liquidation are comparing it to the libraries listed below
Sorting:
- apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPGPerforming 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
- A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum …☆149Updated last week
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Updated 6 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- A deep learning model for Financial Signal Representation and Trading☆75Updated 6 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆54Updated 6 years ago
- differential Sharpe ratio☆34Updated 6 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆52Updated 5 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Updated 5 years ago
- A crypto currency live-trading backend for Huobi☆35Updated 7 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆45Updated 5 years ago
- Reinforcement Learning for Automated Trading☆89Updated 8 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- ☆148Updated 5 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆35Updated 3 years ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆104Updated 2 years ago
- Automated FOREX trading using recurrent reinforcement learning☆33Updated 2 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 8 years ago
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆31Updated 2 years ago
- A DQN agent that optimally hedges an options portfolio.☆24Updated 5 years ago
- CSCI 599 deep learning and its applications final project☆156Updated 6 years ago
- Reinforcement Learning in FX Trading☆28Updated 6 years ago
- Tensortrade project for reinforcement learning in futures market☆56Updated 4 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆29Updated 6 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆64Updated 2 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆77Updated 6 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆71Updated last year
- Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…☆87Updated 5 years ago