XingYu-Zhong / FSRLLinks
FSRL:Financial Strategy Reinforcement Learning.π₯θ‘εΈιεε€ηη₯ε¨ζεζ’ζΉζ³
β23Updated 8 months ago
Alternatives and similar repositories for FSRL
Users that are interested in FSRL are comparing it to the libraries listed below
Sorting:
- High frequency trading algorithm for Bitmexβ23Updated 5 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Networkβ15Updated 8 months ago
- β53Updated 8 months ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Booksβ12Updated 2 years ago
- β32Updated last year
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Tradingβ26Updated 7 months ago
- Official implementation of PRUDEX-Compassβ52Updated 2 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Seriesβ15Updated last month
- Simulator of a basic order book flow and order executionβ18Updated 2 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-seriesβ12Updated last year
- Limit Order Book for high-frequency trading (HFT) strategies using data science approachesβ24Updated 3 years ago
- Code to support my Master's thesisβ21Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".β35Updated 5 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Lightβ¦β14Updated 4 years ago
- High Frequency Jump Prediction Projectβ39Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdfβ26Updated 5 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022β35Updated 3 years ago
- Official Implementation of SimStock : Representation Model for Stock Similaritiesβ86Updated last year
- quantitative investment; genetic algorithm; data miningβ26Updated last year
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when β¦β17Updated 6 years ago
- β68Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.β53Updated 2 years ago
- Blazeβ16Updated 4 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networksβ119Updated last year
- Cryptocurrency Trading with Reinforcement Learning based on Backtraderβ45Updated 9 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Foβ¦β33Updated 8 months ago
- β17Updated last month
- [ICLR 2025 workshop] Official implementation of "Integrating LLM-Generated Views into Mean-Variance Optimization Using the Black-Littermaβ¦β24Updated last week
- β21Updated 3 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.β30Updated 4 years ago