YinchuanLl / Reinforcement-learning-for-portfolio-allocation
Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation
☆34Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for Reinforcement-learning-for-portfolio-allocation
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆53Updated 5 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 6 years ago
- A DQN agent that optimally hedges an options portfolio.☆23Updated 4 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆41Updated 5 years ago
- ☆20Updated 4 years ago
- 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…☆53Updated 5 years ago
- A deep learning model for Financial Signal Representation and Trading☆70Updated 6 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆35Updated 4 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆19Updated 4 years ago
- Hedging portfolios with reinforcement learning.☆34Updated 7 years ago
- A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock …☆13Updated 5 years ago
- Build DDPG models and test on stock market☆22Updated 6 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆18Updated 4 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 5 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 6 years ago
- Reinforcement Learning for Automated Trading☆85Updated 7 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 6 years ago
- Stock Market Prediction Using Unsupervised Features☆53Updated 6 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 5 years ago
- Deep Direct Reinforcement Learning for Financial Signal Representation and Trading(http://cslt.riit.tsinghua.edu.cn/mediawiki/images/a/aa…☆28Updated 5 years ago
- Deep Reinforcement Learning for Stock trading task☆18Updated 3 years ago
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and …☆36Updated 2 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 5 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 5 years ago
- Automated FOREX trading using recurrent reinforcement learning☆32Updated last year
- Reinforcement Learning in FX Trading☆28Updated 5 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆77Updated 5 years ago
- The work aims to explore Value based, Deep Reinforcment Learning (Deep Q-Learning and Double Deep Q-Learning) for the problem of Optimal …☆49Updated 5 years ago