apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPGLinks
Performing a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment that simulates stock prices.
☆57Updated 6 years ago
Alternatives and similar repositories for Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPG
Users that are interested in Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPG are comparing it to the libraries listed below
Sorting:
- Implementation of the DDPG algorithm for Optimal Finance Trading☆45Updated 6 years ago
- Deep Reinforcement Learning For Trading☆107Updated last year
- A deep learning model for Financial Signal Representation and Trading☆75Updated 6 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆36Updated 6 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆35Updated 5 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆53Updated 7 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆64Updated 2 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 …☆84Updated 3 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 6 years ago
- The work aims to explore Value based, Deep Reinforcment Learning (Deep Q-Learning and Double Deep Q-Learning) for the problem of Optimal …☆55Updated 5 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- A DQN agent that optimally hedges an options portfolio.☆24Updated 5 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆77Updated 6 years ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆106Updated 2 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 8 years ago
- Build DDPG models and test on stock market☆22Updated 6 years ago
- Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/17…☆16Updated 7 years ago
- A crypto currency live-trading backend for Huobi☆35Updated 7 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Deep Reinforcement Learning for Stock trading task☆21Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock …☆15Updated 6 years ago
- This is a repo for deep reinforcement learning in trading. I used value based double DQN variant for single stock trading. The agent lear…☆70Updated 6 years ago
- Deep learning for limit order book trading and mid-price movement☆56Updated 5 years ago
- Automated FOREX trading using recurrent reinforcement learning☆33Updated 2 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago