arturbeg / reinforcement_learning_oe
The work aims to explore Value based, Deep Reinforcment Learning (Deep Q-Learning and Double Deep Q-Learning) for the problem of Optimal Trade Execution. The problem of Optimal Trade Execution aims to find the the optimal "path" of executing a stock order, or in other words the number of shares to be executed at different steps given a time cons…
☆51Updated 5 years ago
Alternatives and similar repositories for reinforcement_learning_oe:
Users that are interested in reinforcement_learning_oe are comparing it to the libraries listed below
- apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPGPerforming a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆57Updated 5 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆55Updated 2 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆20Updated 5 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆36Updated 5 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆41Updated 5 years ago
- A DQN agent that optimally hedges an options portfolio.☆22Updated 5 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆22Updated last year
- The repository contains the code for project for DS 5500 course at Northeastern.☆37Updated 5 years ago
- An implementation of DDPG using PyTorch for algorithmic trading on Chinese SH50 stock market.☆28Updated 4 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆55Updated 5 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- ☆32Updated 4 years ago
- Build DDPG models and test on stock market☆22Updated 6 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- ☆34Updated 4 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆56Updated last year
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆34Updated 5 months ago
- differential Sharpe ratio☆33Updated 5 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆41Updated last year
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆79Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆83Updated 4 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆25Updated 2 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆65Updated 3 years ago
- A deep learning model for Financial Signal Representation and Trading☆73Updated 6 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆51Updated 4 years ago
- Deep Reinforcement Learning Robot Advisor☆25Updated 3 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆29Updated 6 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆123Updated last year