jiahaoli57 / LSRE-CAANLinks
Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency data" Information Processing & Management, 2023, 60(3): 103247.
☆24Updated 2 years ago
Alternatives and similar repositories for LSRE-CAAN
Users that are interested in LSRE-CAAN are comparing it to the libraries listed below
Sorting:
- Accepted at AAAI 25 Workshop Long Research Paper☆22Updated 4 months ago
- ☆16Updated 4 years ago
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- ☆13Updated 11 months ago
- Deep direct reinforcement learning for financial signal representation and trading☆30Updated 5 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆65Updated 2 years ago
- Blaze☆16Updated 4 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆75Updated last year
- ☆107Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆53Updated 2 years ago
- ☆32Updated 5 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆128Updated 2 years ago
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆44Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆88Updated 4 years ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆13Updated last year
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated last year
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆35Updated 3 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆53Updated 7 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆69Updated 2 years ago
- ☆67Updated last year
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆13Updated 2 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- ☆131Updated last year
- ☆54Updated 3 years ago
- Official implementation of PRUDEX-Compass☆52Updated 2 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆33Updated 8 months ago
- ☆20Updated 10 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆89Updated 5 months ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago