aadeshnpn / swarm
Simulation framework for Swarms related application
☆11Updated last year
Related projects: ⓘ
- Reinforcement learning environment for trading☆15Updated 6 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆16Updated 5 years ago
- tabular q learning for trading☆10Updated 5 years ago
- Portfolio optimization package in Python.☆16Updated 4 years ago
- ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING☆15Updated 5 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆20Updated 7 years ago
- Playing OpenAI games with Neuroevolution☆11Updated 4 years ago
- Bayesian Inference and parameter estimation in quant finance.☆42Updated 5 years ago
- Vector Autoregression Model for Time Series Analysis using high performance linear algebra libraries☆9Updated 6 years ago
- AUTOMATED SIGNAL GENERATOR FOR STOCKS/FX-PAIRS☆12Updated 4 years ago
- Talk Materials for "Convex Optimization for Finance"☆28Updated last year
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆17Updated 7 years ago
- ☆14Updated 3 years ago
- A method to search for a subset of best performing items wrt black-box reward function☆11Updated 5 years ago
- ☆19Updated 4 years ago
- Deep RL for portfolio management☆12Updated 6 years ago
- An intuitive library tracking dates and timeseries in common using numpy arrays. -- https://sidorof.github.io/Thymus-timeseries/☆18Updated 6 months ago
- Code and examples for the project on risk-constrained Kelly gambling☆26Updated 3 years ago
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆14Updated 6 years ago
- ☆19Updated 5 years ago
- Pricing derivatives using the explicit finite-difference method☆13Updated 8 years ago
- Using Q-learning to better navigate orderbooks.☆19Updated 6 years ago
- Sample trading strategies using price data and conventional indicators☆16Updated 7 years ago
- Numerical solution of Hamilton Jacobi Bellman equations☆24Updated 9 years ago
- This repository contains the agent-based stock market model☆21Updated 6 years ago
- Capstone Project for the Machine Learning Nanodegree. Used Deep Q Learning to create an agent that trade stocks.☆15Updated 8 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Updated 7 years ago
- Code for researching and backtesting pairs trading☆24Updated 14 years ago
- time-dependent Hamilton-Jacobi PDEs (http://www.cs.columbia.edu/~cxz/TimeDepHJB/)☆14Updated 7 years ago
- Adaptation of Monte Carlo and SARSA algorithms (Reinforcement Learning) for learning the policy of sellers/ buyers in stock market☆12Updated 6 years ago