dongheechoi / ai-portfolio-selectionLinks
Artificial Intelligence (AI) based Portfolio Selection Papers
β21Updated 3 months ago
Alternatives and similar repositories for ai-portfolio-selection
Users that are interested in ai-portfolio-selection are comparing it to the libraries listed below
Sorting:
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.β188Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. π€πβ105Updated last year
- FinRL Contest 2025β50Updated last month
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategiesβ82Updated last year
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolioβ¦β121Updated 2 years ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemenβ¦β71Updated 3 months ago
- β127Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"β66Updated 2 years ago
- β74Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'β58Updated 2 years ago
- β106Updated 8 months ago
- The legacy version of QuantCoder, containing core workflows for transforming finance research into trading strategies and generating codeβ¦β75Updated 5 months ago
- Fintech literature, including journal, conference, book and useful linksβ97Updated 3 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategiesβ217Updated 2 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.β71Updated last year
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarβ¦β128Updated 2 years ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgbβ45Updated 3 years ago
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-β¦β161Updated last year
- Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learniβ¦β207Updated 3 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selectionβ153Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.β86Updated 4 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategyβ65Updated 4 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative finβ¦β47Updated 2 years ago
- Implementation of the vanilla Deep Hedging engineβ285Updated 2 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.β161Updated 4 years ago
- β203Updated 2 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assetsβ78Updated 9 months ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (β¦β255Updated 2 years ago
- Stock price prediction using a Temporal Fusion Transformerβ112Updated 2 years ago
- ππ¨ Deep Momentum Networks for Time Series Strategiesβ124Updated 5 years ago