finint / DRPO
Efficient Continuous Space Policy Optimization for High-frequency Trading (DRPO)
☆20Updated last year
Alternatives and similar repositories for DRPO:
Users that are interested in DRPO are comparing it to the libraries listed below
- ☆65Updated 2 years ago
- ☆29Updated last year
- ☆16Updated 3 years ago
- Awesome financial time series forecasting papers and codes☆84Updated last month
- Papers for AI + quantitative investment☆113Updated 7 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last month
- ☆24Updated 11 months ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago
- ☆51Updated last year
- ☆92Updated last year
- This repository houses the datasets/resources used in paper "ChatGPT Informed Graph Neural Network for Stock Movement Prediction". Dive i…☆44Updated last year
- Implementation of Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts☆28Updated 2 years ago
- Official implementation of PRUDEX-Compass☆44Updated last year
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆68Updated last year
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆35Updated 6 months ago
- Reproduce AAAI22-FactorVAE☆60Updated last year
- ☆17Updated 2 years ago
- ☆49Updated 3 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆93Updated 4 months ago
- The code of PEN: Prediction-Explanation Network to Forecast Stock Price Movement with Better Explainability☆23Updated 2 years ago
- ☆102Updated 3 years ago
- Open code for PriceGraph☆71Updated 11 months ago
- ☆66Updated 4 years ago
- [ACL2023] Datasets for Causality-Guided Multi-Memory Interaction Network for Multivariate Stock Price Movement Prediction☆20Updated last year
- Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks☆128Updated 3 years ago
- ☆41Updated 2 months ago
- PyTorch implementation of FactorVAE☆65Updated 5 months ago
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆17Updated 4 years ago
- ☆53Updated 3 years ago