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 6 years ago
- Double Deep Q-Learning for Optimal Execution implementation☆10Apr 30, 2023Updated 3 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- A Reinforcement Learning based Stock Trader with multiple backends☆32Jun 26, 2020Updated 6 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆23Aug 10, 2022Updated 4 years ago
- This repo contains all codes of the articles that I have published on Medium☆10Feb 10, 2021Updated 5 years ago
- Build DDPG models and test on stock market☆22Nov 19, 2018Updated 7 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆19Dec 11, 2019Updated 6 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
- Algorithmic Trading Using Deep Reinforcement Learning algorithms (PPO and DQN)☆21Feb 13, 2026Updated 7 months ago
- ☆15Jul 9, 2018Updated 8 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆13Jul 19, 2018Updated 8 years ago
- Rule-based Algorithmic Trading using a Genetic Algorithm and Machine Learning Signals for the Cryptocurrency Market.☆27Jun 28, 2019Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Some codes used for the numerical examples proposed in https://arxiv.org/abs/1812.05916☆14Sep 6, 2019Updated 7 years ago
- This is a Pytorch implementation of ST-3DNet. Now the corresponding paper is available at https://ieeexplore.ieee.org/abstract/document/8…☆11Jul 13, 2021Updated 5 years ago
- The workshop is designed to foster an enabling environment for individuals to build competence in the Edge Computing space.☆15Jun 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
- Pytorch implementation of Human-Level Control through Deep Reinforcement Learning☆11May 31, 2017Updated 9 years ago
- A Mobile edge computing server placement algorithm, written from scratch for 5g server placement depending upon various KPIs across a ar…☆12Sep 14, 2022Updated 4 years ago
- CSCI 599 deep learning and its applications final project☆156Mar 5, 2019Updated 7 years ago
- Direct Reinforcement Learning Agent for Portfolio Management Purposes☆25Jan 17, 2019Updated 7 years ago
- ☆42May 23, 2024Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Clustering of Taxi Trajectories☆11Aug 23, 2018Updated 8 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 7 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- Rensselaer Polytechnic Institute's submission for the 2023 Rotman International Trading Competition☆12Feb 28, 2023Updated 3 years ago
- Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learni…☆215Nov 24, 2021Updated 4 years ago
- Sparse Unmixing Using Unsupervised Convolutional Neural Network☆10Jun 2, 2024Updated 2 years ago
- ☆16Dec 12, 2022Updated 3 years ago
- Lecture Notes of Course Applied Deep Learning☆10May 17, 2024Updated 2 years ago
- ☆10Nov 4, 2018Updated 7 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- 收益管理☆12Dec 7, 2018Updated 7 years ago
- Supporting material for Princeton ORF522☆15Aug 27, 2025Updated last year
- This repository provides a Python Notebook and resources for calibrating the parameters of the Heston model using observed Call Option pr…☆12Sep 17, 2024Updated 2 years ago
- Algorithmic trading using heterogeneous graph neural network and reinforcement learning, pre-alpha☆34Aug 12, 2024Updated 2 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☆43Oct 4, 2022Updated 3 years ago
- 证券量化研究聚宽实现☆11Jan 31, 2020Updated 6 years ago
- Collection of ML scripts for tabular datasets☆14Mar 29, 2023Updated 3 years ago