andreaslillevangbech / PortfolioManager-pytorch
☆11Updated 3 years ago
Related projects: ⓘ
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆23Updated 3 years ago
- Reinforcement Learning framework to make synthetic experiments in the financial domain☆21Updated last year
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆15Updated 4 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆14Updated last year
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆19Updated last year
- ☆12Updated 2 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 6 years ago
- ☆14Updated 2 years ago
- Official implementation of PRUDEX-Compass☆36Updated last year
- Using Resnet architecture in the contextual bandit framework for financial asset trading☆12Updated last week
- ☆25Updated last year
- ☆24Updated this week
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆51Updated last year
- Deep direct reinforcement learning for financial signal representation and trading☆24Updated 3 years ago
- FInancial REinforcement learning☆28Updated last year
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆12Updated 3 years ago
- Using a modified version of Werner Duvaud's MuZero implementation (https://github.com/werner-duvaud/muzero-general) this reinforcement ag…☆17Updated 3 years ago
- ☆11Updated last year
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆15Updated 11 months ago
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆20Updated last week
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆17Updated 2 years ago
- Deep Reinforcement Learning for Stock trading task☆18Updated 3 years ago
- ☆58Updated 2 months ago
- Deep Reinforcement Learning Robot Advisor☆21Updated 2 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆41Updated 6 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆15Updated 10 months ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆98Updated last month
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆19Updated 4 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆33Updated last year
- ☆9Updated 2 years ago