arturbeg / reinforcement_learning_oeLinks
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…
☆54Updated 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
Sorting:
- 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…☆58Updated 6 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆45Updated 5 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Updated 6 years ago
- ☆34Updated 5 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆54Updated 6 years ago
- A DQN agent that optimally hedges an options portfolio.☆24Updated 5 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 6 years ago
- Some codes used for the numerical examples proposed in https://arxiv.org/abs/1812.05916☆14Updated 5 years ago
- A deep learning model for Financial Signal Representation and Trading☆74Updated 6 years ago
- Build DDPG models and test on stock market☆22Updated 6 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Updated 5 years ago
- ☆32Updated 5 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆84Updated 2 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
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆66Updated 2 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆24Updated 2 years ago
- A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum …☆148Updated last week
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆129Updated last year
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆25Updated 4 years ago
- Portfolio Optimisation is a fundamental problem in Financial Mathematics.The objective of this project is to explore the applicability of…☆12Updated 4 years ago
- Using Reinforcement Learning with Deep Deterministic Policy Gradient for Portfolio Optimization☆9Updated 2 years ago
- This is the code implementation of the paper "Financial Trading as a Game: A Deep Reinforcement Learning Approach".☆89Updated 4 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- differential Sharpe ratio☆34Updated 6 years ago
- ☆19Updated 4 years ago