comeh / DeepLearningForMDPsLinks
Some codes used for the numerical examples proposed in https://arxiv.org/abs/1812.05916
☆14Updated 5 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
- The work aims to explore Value based, Deep Reinforcment Learning (Deep Q-Learning and Double Deep Q-Learning) for the problem of Optimal …☆54Updated 5 years ago
- A DQN agent that optimally hedges an options portfolio.☆24Updated 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☆37Updated 6 years ago
- code for "Optimal Stopping via Randomized Neural Networks"☆58Updated last year
- 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
- This project implements the two deep reinforcement learning algorithms on portfolio management☆54Updated 6 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆45Updated 5 years ago
- ☆16Updated 3 years ago
- ☆36Updated last year
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆84Updated 2 years ago
- ☆50Updated 5 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆126Updated 5 years ago
- Market simulator☆60Updated 5 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆29Updated 6 years ago
- ☆148Updated 5 years ago
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆31Updated 2 years ago
- Deep Optimal Stopping Project☆15Updated 6 years ago
- Official implementation of the UMDQN algorithm presented in the scientific research paper entitled "Distributional Reinforcement Learning…☆11Updated 3 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆15Updated 5 years ago
- Build DDPG models and test on stock market☆22Updated 6 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
- Code for the paper "Hedging with linear regressions and neural networks"☆37Updated 4 years ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆60Updated 5 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- ☆21Updated 9 months ago
- Neural network local volatility with dupire formula☆78Updated 4 years ago