coverdrive / technical-documents
Technical documents on a variety of topics, created for the purpose of learning
☆19Updated 2 months ago
Related projects: ⓘ
- Some implementations from the paper robust risk aware reinforcement learning☆33Updated 2 years ago
- Deep Optimal Stopping Project☆16Updated 5 years ago
- ☆43Updated 4 years ago
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆20Updated 6 months ago
- alpha-RNN☆27Updated 4 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…☆26Updated last year
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆98Updated last month
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆143Updated 8 months ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆60Updated 2 years ago
- An optimal trading trajectory solver.☆21Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆46Updated last year
- code for "Optimal Stopping via Randomized Neural Networks"☆47Updated 5 months ago
- Demo for the application of RL to non-stationary effects☆44Updated 4 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆52Updated 5 years ago
- ☆98Updated last month
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆19Updated 4 years ago
- Neural network local volatility with dupire formula☆71Updated 3 years ago
- Reinforcement Learning in Finance☆14Updated 3 years ago
- Stochastic volatility models☆18Updated 5 years ago
- A machine learning tool that implements the class of state-dependent Hawkes processes.☆30Updated last year
- Market simulator☆56Updated 4 years ago
- Multi-Agent eXchange simulator developed at Oxford-Man Institute☆55Updated 4 years ago
- Some example code for the "Introduction to Bayesian Reinforcement Learning" presentations☆29Updated 5 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆11Updated last year
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆23Updated 3 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆88Updated 4 years ago
- Code for the paper Volatility is (mostly) path-dependent☆50Updated 5 months ago
- Code for the paper "Hedging with linear regressions and neural networks"☆35Updated 3 years ago
- ☆146Updated 4 years ago
- ☆26Updated 3 months ago