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…
☆57Nov 8, 2019Updated 6 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Performing a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆58Apr 8, 2019Updated 7 years ago
- ☆34Jul 17, 2020Updated 5 years ago
- ☆20Sep 18, 2020Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 5 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- A Reinforcement Learning based Stock Trader with multiple backends☆32Jun 26, 2020Updated 6 years ago
- ML & DL based Investment Strategies for BTC using Technical Trading Indicators and On-Chain Data Analysis☆15Apr 16, 2025Updated last year
- ☆23Aug 10, 2022Updated 3 years ago
- Build DDPG models and test on stock market☆22Nov 19, 2018Updated 7 years ago
- Q learning and DQN☆10Mar 14, 2022Updated 4 years ago
- A tool for experimenting with evolutionary optimization methods for machine learning algorithms, by distributing the workload over a larg…☆14Dec 19, 2018Updated 7 years ago
- Rule-based Algorithmic Trading using a Genetic Algorithm and Machine Learning Signals for the Cryptocurrency Market.☆27Jun 28, 2019Updated 7 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Sep 13, 2017Updated 8 years ago
- Some codes used for the numerical examples proposed in https://arxiv.org/abs/1812.05916☆14Sep 6, 2019Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- The workshop is designed to foster an enabling environment for individuals to build competence in the Edge Computing space.☆14Jun 13, 2023Updated 3 years ago
- Welcome to 6.86x Machine Learning with Python–From Linear Models to Deep Learning. Machine learning methods are commonly used across eng…☆13Nov 16, 2020Updated 5 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- A Mobile edge computing server placement algorithm, written from scratch for 5g server placement depending upon various KPIs across a ar…☆12Sep 14, 2022Updated 3 years ago
- CSCI 599 deep learning and its applications final project☆156Mar 5, 2019Updated 7 years ago
- ☆41May 23, 2024Updated 2 years ago
- This repo contains all codes of the articles that I have published on Medium☆10Feb 10, 2021Updated 5 years ago
- This repository provides a Python Notebook and resources for calibrating the parameters of the Heston model using observed Call Option pr…☆12Sep 17, 2024Updated last year
- Automated trading agent for an OpenAI Gym enviroment with multiple simultaneous trading of symbols(currency pairs) using separate action …☆15Jun 17, 2026Updated 2 weeks ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learni…☆216Nov 24, 2021Updated 4 years ago
- Low-Order modelling of Floating offshore wind Turbines/Farms for grid integration research☆20Aug 9, 2025Updated 10 months ago
- Sparse Unmixing Using Unsupervised Convolutional Neural Network☆10Jun 2, 2024Updated 2 years ago
- ☆17Dec 12, 2022Updated 3 years ago
- Collection of ML scripts for tabular datasets☆14Mar 29, 2023Updated 3 years ago
- Algorithmic trading using heterogeneous graph neural network and reinforcement learning, pre-alpha☆36Aug 12, 2024Updated last year
- 证券量化研究聚宽实现☆11Jan 31, 2020Updated 6 years ago
- Learning clinical-decision rules with interpretable models.☆21Aug 10, 2023Updated 2 years ago
- Code for optimal execution☆12Oct 29, 2020Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Reinforcement-learning-based arbitrage strategy for distributed battery energy storage under real-time electricity prices.☆26Nov 19, 2025Updated 7 months ago
- Rensselaer Polytechnic Institute's submission for the 2023 Rotman International Trading Competition☆12Feb 28, 2023Updated 3 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆42Oct 4, 2022Updated 3 years ago
- A multi-task deep reinforcement learning model for trading futures contracts using the Interactive Brokers API and TensorFlow☆15Feb 8, 2023Updated 3 years ago
- Third re-build of STA410 Statistical Computation / STA2102 Computational Techniques in Statistics☆12Apr 3, 2024Updated 2 years ago
- Multi-agent Reinforcement Learning for Liquidation Strategy Analysis. ICML 2019 AI in Finance.☆30Aug 26, 2020Updated 5 years ago
- Lecture Notes of Course Applied Deep Learning☆10May 17, 2024Updated 2 years ago