benstaf / FinRL_DeepSeekLinks
Code for the paper "FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents" arXiv:2502.07393
☆266Updated 6 months ago
Alternatives and similar repositories for FinRL_DeepSeek
Users that are interested in FinRL_DeepSeek are comparing it to the libraries listed below
Sorting:
- Code for the paper "FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents" arXiv:2502.07393☆107Updated 4 months ago
- Resources☆230Updated last year
- ☆110Updated 9 months ago
- AlphaAgent is an autonomous alpha mining framework.☆83Updated 3 months ago
- The legacy version of QuantCoder, containing core workflows for transforming finance research into trading strategies and generating code…☆79Updated 6 months ago
- ☆60Updated last year
- Using Transformer deep learning architecture to predict stock prices.☆255Updated 10 months ago
- Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading☆61Updated 8 months ago
- [Preprint] Large Language Model-based Stock Trading in Simulated Real-world Environments☆369Updated 8 months ago
- ☆129Updated last year
- Alpha Agent: A Multi-Agent Based Framework for Alpha Research in Quantitative Investment☆53Updated 3 months ago
- [WWW'2024] "FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model"☆97Updated 6 months ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆328Updated last year
- ☆47Updated 6 months ago
- ☆89Updated last year
- FinRL Contest 2025☆51Updated 2 months ago
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆323Updated last year
- powerful ai-copilot for quant traders and researchers☆187Updated last year
- FinMem: A Performance-Enhanced LLM Trading Agent with Layered Memory and Character Design☆731Updated last year
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆154Updated last year
- HedgeAgents: A Balanced-aware Multi-agent Financial Trading System☆24Updated last year
- ☆48Updated 2 months ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆75Updated last week
- 量化机器学习/深度学习模型（Model Zoo）；Alpha 因子（Factor Zoo）； 量化资源以及相关论文代码☆101Updated 2 months ago
- FinRL_Crypto: Cryptocurrency trading of FinRL☆134Updated last year
- This project uses Deep Reinforcement Learning (DRL) to develop and evaluate stock trading strategies. By implementing agents like PPO, A2…☆85Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆286Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆107Updated last year
- Reinforcement Learning for Stock Market Prediction☆147Updated last year
- Official implementation of PRUDEX-Compass☆52Updated 2 years ago