Alternatives and similar repositories for DeepLearningForMDPs

Users that are interested in DeepLearningForMDPs are comparing it to the libraries listed below

• YukiYasuda2718 / rl-bsmodel-with-costs
  Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…
  ☆21Updated 5 years ago
• ieshanvaidya / reinforcement-learning-option-pricing
  A DQN agent that optimally hedges an options portfolio.
  ☆24Updated 5 years ago
• fschur / Deep-Reinforcement-Learning-for-Hedging
  Hedging unsing Deep Reinforcement Learning and Deep Learning
  ☆24Updated 4 years ago
• tdmdal / rl-hedge-2019
  ☆49Updated 4 years ago
• rotmanfinhub / gamma-vega-rl-hedging
  ☆33Updated last year
• oskarimikkila / Empirical-Deep-Hedging
  ☆15Updated 2 years ago
• LRydin / jumpdiff
  JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
  ☆44Updated 2 years ago
• alexandrecarbonneau / Deep-Hedging-of-Long-Term-Financial-Derivatives
  This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.
  ☆28Updated 4 years ago
• amuguruza / RoughFCLT
  ☆19Updated 6 years ago
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆14Updated 8 months ago
• sebjai / robust-risk-aware-rl
  Some implementations from the paper robust risk aware reinforcement learning
  ☆35Updated 3 years ago
• YinchuanLl / Reinforcement-learning-for-portfolio-allocation
  Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation
  ☆37Updated 5 years ago
• msabvid / Deep-PPDE
  Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
  ☆35Updated 3 years ago
• JackJacquier / Heston-normal-and-rough
  European and Forward-start option pricing and implied volatility in the Heston and rough Heston model
  ☆20Updated 5 years ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆61Updated last year
• vanessa-pizante / Deep-Optimal-Stopping
  Deep Optimal Stopping Project
  ☆15Updated 5 years ago
• Iyengar-Lab / E2E-DRO
  End-to-end distributionally robust optimization
  ☆34Updated 2 years ago
• Weichong515 / Algo-Trading-14
  Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm
  ☆15Updated 6 years ago
• mChataign / Beyond-Surrogate-Modeling-Learning-the-Local-Volatility-Via-Shape-Constraints
  Repository attached to the paper with the same name.
  ☆21Updated 3 years ago
• apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPG
  Performing 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
• maximemorariu / mpoints
  A machine learning tool that implements the class of state-dependent Hawkes processes.
  ☆31Updated last year
• HeKrRuTe / OptStopRandNN
  code for "Optimal Stopping via Randomized Neural Networks"
  ☆55Updated last year
• cvxgrp / cov_pred_finance
  ☆65Updated 2 weeks ago
• kwchau / sgbm_xva
  This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …
  ☆12Updated 6 years ago
• JJJerome / rl4mm
  A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…
  ☆32Updated 2 years ago
• Liuyi-Hu / regime_switch_model
  Regime-Switching Model
  ☆17Updated 7 years ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆22Updated 2 years ago
• juliansester / Robust-Portfolio-Optimization
  Markov decision processes under model uncertainty
  ☆15Updated 2 years ago
• svenhsia / Calibrating-Rough-Volatility-Models-with-Deep-Learning
  This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.
  ☆50Updated 6 years ago
• matzhaugen / analytic_shrinkage
  Non-Linear Covariance Shrinkage
  ☆14Updated 3 years ago