ZhuZhouFan / TWMALinks
☆13Updated last year
Alternatives and similar repositories for TWMA
Users that are interested in TWMA are comparing it to the libraries listed below
Sorting:
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆24Updated 2 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆24Updated 6 months ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆163Updated last year
- ☆32Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- ☆70Updated last year
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆14Updated last year
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆44Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 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-series☆13Updated last year
- Blaze☆16Updated 4 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆96Updated 7 months ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆67Updated 2 years ago
- Code for optimal execution☆12Updated 5 years ago
- ☆32Updated 5 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆130Updated last week
- Multi Task Learning Time Series Momentum☆24Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆55Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- Deep direct reinforcement learning for financial signal representation and trading☆31Updated 5 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆33Updated 9 months ago
- ☆22Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- Deep Reinforcement Learning for Stock trading task☆21Updated 4 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆37Updated 3 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆78Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆66Updated 4 years ago
- ☆16Updated 4 years ago
- ☆135Updated last year