ZhengyaoJiang / rl-portfolio-managementLinks
Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/1706.10059 (and an openai gym environment)
☆16Updated 7 years ago
Alternatives and similar repositories for rl-portfolio-management
Users that are interested in rl-portfolio-management are comparing it to the libraries listed below
Sorting:
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock …☆15Updated 5 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…☆58Updated 6 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆84Updated 2 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Code for thesis project on applying reinforcement learning to algorithmic trading☆34Updated 2 years ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆60Updated 5 years ago
- 【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance,…☆25Updated 3 years ago
- differential Sharpe ratio☆34Updated 6 years ago
- implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)☆78Updated 2 years ago
- Reinforcement Learning for Automated Trading☆89Updated 8 years ago
- ☆149Updated 5 years ago
- ☆202Updated 2 years ago
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆108Updated 5 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆77Updated 6 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Updated 6 years ago
- CSCI 599 deep learning and its applications final project☆156Updated 6 years ago
- ☆102Updated 3 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 6 years ago
- A crypto currency live-trading backend for Huobi☆35Updated 6 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆45Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆85Updated 2 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- ☆27Updated 2 years ago
- This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strat…☆25Updated 6 years ago
- ☆73Updated 3 years ago