deepcrypto / Reinforcement-learning-in-portfolio-management-View external linksLinks
This project implements the two deep reinforcement learning algorithms on portfolio management
☆55Aug 30, 2018Updated 7 years ago
Alternatives and similar repositories for Reinforcement-learning-in-portfolio-management-
Users that are interested in Reinforcement-learning-in-portfolio-management- are comparing it to the libraries listed below
Sorting:
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆91Oct 16, 2022Updated 3 years ago
- This repository presents our work during a project realized in the context of the IEOR 8100 RL Class at Columbia University.☆256Feb 7, 2022Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Dec 12, 2021Updated 4 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆25Jul 8, 2023Updated 2 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 3 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years ago
- Financial Strategy Resources☆18May 21, 2022Updated 3 years ago
- A deep learning model for Financial Signal Representation and Trading☆76Nov 4, 2018Updated 7 years ago
- LSTM stock prediction and backtesting☆14Jan 11, 2020Updated 6 years ago
- Deep Reinforcement Learning Robot Advisor☆25Nov 12, 2021Updated 4 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 2 years ago
- ☆15Jun 10, 2020Updated 5 years ago
- Portfolio management using Actor-Critic Deep Reinforcement Learning algorithms including A2C, DDPG, and PPO☆46Mar 9, 2022Updated 3 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆37Nov 21, 2019Updated 6 years ago
- This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture…☆28Apr 12, 2019Updated 6 years ago
- Source code for the course "Deep Reinforcement Learning for High-Frequency Trading" held at the Ukrainian Catholic University / Czech Tec…☆20Sep 11, 2022Updated 3 years ago
- ☆19Aug 12, 2021Updated 4 years ago
- ☆73Oct 29, 2020Updated 5 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Dec 15, 2021Updated 4 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- ☆20Mar 28, 2023Updated 2 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆31Oct 7, 2020Updated 5 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆38Jun 11, 2019Updated 6 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆130Apr 17, 2020Updated 5 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Apr 8, 2020Updated 5 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Jul 15, 2020Updated 5 years ago
- Apply different deep learning models to limit order book.☆11Mar 6, 2018Updated 7 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 9 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Aug 29, 2020Updated 5 years ago
- A generalized experience replay buffer for reinforcement learning☆10Apr 4, 2025Updated 10 months ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Sep 25, 2021Updated 4 years ago
- Python Program to predict Intra-day stocks☆12Oct 30, 2018Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆13Jan 11, 2023Updated 3 years ago