☆15Jan 11, 2021Updated 5 years ago
Alternatives and similar repositories for PortfolioManager-pytorch
Users that are interested in PortfolioManager-pytorch 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…☆25Jul 8, 2023Updated 2 years ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆24Apr 6, 2021Updated 4 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆19Sep 24, 2024Updated last year
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆17Jun 30, 2020Updated 5 years ago
- Reinforcement Learning framework to make synthetic experiments in the financial domain☆23Jul 18, 2023Updated 2 years ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆11Mar 12, 2021Updated 4 years ago
- ☆32Jul 16, 2020Updated 5 years ago
- Deep Reinforcement Learning Robot Advisor☆25Nov 12, 2021Updated 4 years ago
- Using Resnet architecture in the contextual bandit framework for financial asset trading☆16Nov 22, 2024Updated last year
- FInancial REinforcement learning☆30May 3, 2023Updated 2 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated last year
- Official implementation of Harnessing Mixed Offline Reinforcement Learning Datasets via Trajectory Reweighting☆17Feb 14, 2024Updated 2 years ago
- ☆20May 25, 2023Updated 2 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆20Sep 29, 2023Updated 2 years ago
- Code for NeurIPS 2022 paper "Robust offline Reinforcement Learning via Conservative Smoothing"☆23Feb 15, 2023Updated 3 years ago
- Original code for the paper "Learning Goal-Conditioned Policies Offline with Self-Supervised Reward Shaping" by Mezghani et al.☆18Jun 8, 2023Updated 2 years ago
- ☆20Mar 28, 2023Updated 2 years ago
- Trading multiple stocks using custom gym environment and custom neural network with StableBaselines3.☆53Mar 28, 2023Updated 2 years ago
- ☆55Mar 14, 2021Updated 4 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆31Oct 7, 2020Updated 5 years ago
- Code for PROFIT: Quantitative Day Trading From Natural Language Using Reinforcement Learning at NAACL 2021☆28Jul 9, 2021Updated 4 years ago
- Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learni…☆210Nov 24, 2021Updated 4 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆25Mar 27, 2023Updated 2 years ago
- Reproduction of code described in the paper "Stock Market Prediction Based on Generative Adversarial Network" by Kang Zhang et al.☆28Jun 12, 2020Updated 5 years ago
- a wavelet-based multifractal image analysis tool implementing the WTMM (Wavelet Transform Modulus Maxima) method.☆11Feb 1, 2020Updated 6 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆58Aug 17, 2021Updated 4 years ago
- Authors' PyTorch implementation of 'Recomposing the Reinforcement Learning Building-Blocks with Hypernetworks' (HypeRL)☆26Jun 9, 2021Updated 4 years ago
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆24May 27, 2021Updated 4 years ago
- An R package for forecasting volatility, using the Markov Switching Multifractal model.☆33Apr 27, 2017Updated 8 years ago
- A Deep Reinforcement Learning Framework for Stock Market Trading☆185Oct 9, 2021Updated 4 years ago
- ☆56Jul 15, 2020Updated 5 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆12Jan 12, 2021Updated 5 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆130Aug 31, 2023Updated 2 years ago
- [ICLR 2022 Spotlight] Code for Reinforcement Learning with Sparse Rewards using Guidance from Offline Demonstration☆28Feb 10, 2022Updated 4 years ago
- End-to-end distributionally robust optimization☆38Apr 15, 2023Updated 2 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Feb 28, 2025Updated last year
- ☆69Nov 25, 2020Updated 5 years ago
- A Reinforcement Learning based Stock Trader with multiple backends☆32Jun 26, 2020Updated 5 years ago
- ☆17Feb 1, 2026Updated last month