Alternatives and similar repositories for Coursera-Overview-of-Advanced-Methods-of-Reinforcement-Learning-in-Finance

Users that are interested in Coursera-Overview-of-Advanced-Methods-of-Reinforcement-Learning-in-Finance are comparing it to the libraries listed below

• yhilpisch / rlfinance
  The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance
  ☆104Updated 3 years ago
• deepintomlf / mlfbook
  ☆77Updated 4 years ago
• CFMTech / Deep-RL-for-Portfolio-Optimization
  Deep Reinforcement Learning for Portfolio Optimization
  ☆128Updated 5 years ago
• Ahmed0028 / Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization
  Reinforce Your Career: Machine Learning in Finance. Extend your expertise of algorithms and tools needed to predict financial markets.
  ☆78Updated 3 years ago
• YuMan-Tam / deep-hedging
  Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
  ☆162Updated 4 years ago
• kvsnoufal / portfolio-optimization
  ☆101Updated 3 years ago
• mChataign / DupireNN
  Neural network local volatility with dupire formula
  ☆79Updated 4 years ago
• aafulei / book-stochastic-calculus-for-finance
  My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.
  ☆34Updated 2 years ago
• peng3738 / Selfstudy-note-for-advances-in-financial-machine-learning
  Notebook for <Advances in Financial Machine Learning> using Python 3.7
  ☆43Updated 6 years ago
• Leefinance / Quantitative-finance-papers-using-deep-learning
  ☆158Updated 2 years ago
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆88Updated 3 years ago
• sapphire921 / NN-Option-Pricing
  Deep Neural Networks for Options Pricing (Python)
  ☆49Updated 7 years ago
• TheRockXu / Hierarchical-Risk-Parity
  This is the implementation for Hierarchical Risk Parity approach to portfolio optimization
  ☆31Updated 5 years ago
• zabahana / Reinforcement-Learning-in-Finance
  Financial Reinforcement Learning Projects using Python
  ☆16Updated 6 years ago
• MingjieWang0606 / Kaggle-Jane-Street-AE-MLP-xgb-TOP1
  1th: Kaggle Jane Street Market Prediction: AE MLP+xgb
  ☆48Updated 3 years ago
• michaelsyao / AI-for-Trading
  Udacity NANODEGREE Program(Partner with World Quant): Projects designed by industry experts, covering topics from asset management to tra…
  ☆55Updated 3 years ago
• joelowj / Machine-Learning-and-Reinforcement-Learning-in-Finance
  Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering
  ☆271Updated 5 years ago
• yhilpisch / ftwp
  Jupyter Notebooks and code for the book Financial Theory with Python (O'Reilly) by Yves Hilpisch.
  ☆95Updated 2 years ago
• yhilpisch / lvvd
  Listed Volatility and Variance Derivatives (Wiley Finance)
  ☆156Updated 3 years ago
• RobertYip / Python-Fama-French-Quant-model
  Fama French model on a subset of Canadian Equity data with Python
  ☆49Updated 6 years ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆54Updated 2 years ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆47Updated 2 years ago
• tdmdal / rl-hedge-2019
  ☆50Updated 5 years ago
• rodler / Quantinsti_RL
  ☆41Updated 4 years ago
• wuxx1016 / Reinforcement-Learning-in-Finance
  Reinforcement Learning in Finance
  ☆15Updated 5 years ago
• marketneutral / pairs-trading-with-ML
  ☆215Updated 8 years ago
• chenenen13 / Trading-Strategies
  ☆83Updated last year
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated 10 months ago
• jerryxyx / MonteCarlo
  A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
  ☆116Updated 6 years ago
• differential-machine-learning / notebooks
  Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…
  ☆143Updated 3 years ago