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:
- 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…☆57Updated 6 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)☆78Updated 2 years ago
- Deep Reinforcement Learning For Trading☆107Updated last year
- A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock …☆15Updated 6 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- A deep learning model for Financial Signal Representation and Trading☆75Updated 7 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Updated 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
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆78Updated 6 years ago
- A DQN agent that optimally hedges an options portfolio.☆25Updated 5 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 …☆86Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆45Updated 6 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- Reinforcement Learning for Automated Trading☆90Updated 8 years ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Deep learning for limit order book trading and mid-price movement☆56Updated 5 years ago
- ☆151Updated 5 years ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆57Updated 5 years ago
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆108Updated 6 years ago
- CSCI 599 deep learning and its applications final project☆156Updated 6 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆36Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Tensortrade project for reinforcement learning in futures market☆56Updated 5 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- Implementing a Generative Adversarial Network on the Stock Market☆121Updated 3 years ago