comeh / DeepLearningForMDPsLinks
Some codes used for the numerical examples proposed in https://arxiv.org/abs/1812.05916
☆13Updated 6 years ago
Alternatives and similar repositories for DeepLearningForMDPs
Users that are interested in DeepLearningForMDPs are comparing it to the libraries listed below
Sorting:
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Updated 5 years ago
- A DQN agent that optimally hedges an options portfolio.☆24Updated 5 years ago
- The work aims to explore Value based, Deep Reinforcment Learning (Deep Q-Learning and Double Deep Q-Learning) for the problem of Optimal …☆55Updated 5 years ago
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆25Updated 4 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆36Updated 6 years ago
- 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 6 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆45Updated 6 years ago
- ☆36Updated last year
- The repository contains the code for project for DS 5500 course at Northeastern.☆35Updated 5 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 6 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Official implementation of the UMDQN algorithm presented in the scientific research paper entitled "Distributional Reinforcement Learning…☆11Updated 3 years ago
- ☆16Updated 3 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆129Updated 5 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆84Updated 3 years ago
- ☆34Updated 5 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 5 years ago
- ☆50Updated 5 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Updated 5 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆53Updated 7 years ago
- code for "Optimal Stopping via Randomized Neural Networks"☆59Updated last year
- Code for paper Stock trading rule discovery with double deep Q-network☆14Updated 2 years ago
- Build DDPG models and test on stock market☆22Updated 6 years ago
- Models and programs developed as part of XTX Forecastin Challenge 2019☆27Updated 2 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆35Updated 5 years ago
- A portfolio optimization framework leveraging Deep Reinforcement Learning (DRL)☆25Updated 5 years ago
- Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and…☆23Updated 2 years ago
- Regime-Switching Model☆20Updated 7 years ago