Alternatives and similar repositories for PPO-Pytorch:

Users that are interested in PPO-Pytorch are comparing it to the libraries listed below

• kayuksel / combinatorial-bandit
  A method to search for a subset of best performing items wrt black-box reward function
  ☆12Updated 5 years ago
• awilliea / Risk-based_RL_for_Optimal_Trading_Execution
  ☆19Updated 4 years ago
• WenchenLi / q-learning-trader
  tabular q learning for trading
  ☆11Updated 6 years ago
• AlexaYuqinD / RL-FX-Trading
  Reinforcement Learning in FX Trading
  ☆28Updated 5 years ago
• bakalex / autohedger
  Paper: https://arxiv.org/pdf/2008.12275.pdf
  ☆26Updated 4 years ago
• ieshanvaidya / reinforcement-learning-option-pricing
  A DQN agent that optimally hedges an options portfolio.
  ☆22Updated 5 years ago
• white07S / ForexRL
  A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management
  ☆11Updated 2 years ago
• drewstone / gym-trading
  Reinforcement learning environment for trading
  ☆15Updated 7 years ago
• WenhangBao / Multi-Agent-RL-for-Liquidation
  Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis
  ☆55Updated 5 years ago
• tqa236 / LSTM_algo_trading
  Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"
  ☆19Updated 4 years ago
• youki-cao / Recurrent-Reinforcement-Learning-in-Bitcoin-Trading
  Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning
  ☆29Updated 6 years ago
• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆34Updated 7 years ago
• chandc / Inverse_Reinforcement_Learning_for_Stocks
  Implement the model of Halperin and Feldshteyn for DJIA and SP500
  ☆11Updated 5 years ago
• YinchuanLl / Reinforcement-learning-for-portfolio-allocation
  Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation
  ☆36Updated 5 years ago
• jo-cho / advances_in_financial_machine_learning
  Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado
  ☆3Updated last year
• nmharmon8 / StockMarketGAN
  Stock Market Prediction Using Unsupervised Features
  ☆54Updated 6 years ago
• tspooner / rmm.arl
  Robust Market Making via Adversarial Reinforcement Learning
  ☆51Updated 4 years ago
• lamres / hmm_market_behavior
  Unsupervised Learning to Market Behavior Forecasting Example
  ☆41Updated 4 years ago
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆16Updated 2 years ago
• yashbonde / Reinforcement-Learning-Stocks
  Applying Reinforcement learning models for stock price predictions
  ☆25Updated 6 years ago
• zhoutf / finance_gan
  Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.
  ☆16Updated 6 years ago
• AustenZhu / Deep-Reinforcement-Learning-in-Zipline
  Creating DRL infrastructure for Dynamic Beta with Zipline and Keras
  ☆15Updated 2 years ago
• ssanderson / convex-optimization-for-finance
  Talk Materials for "Convex Optimization for Finance"
  ☆28Updated 2 years ago
• apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPG
  Performing a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…
  ☆56Updated 5 years ago
• yc3566 / Optimal-Trade-Execution-Algorithm-Market-Impact-Model
  2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)
  ☆17Updated 5 years ago
• BorjaGomezSolorzano / deep-trader
  Deep Reinforcement Learning applied to trading
  ☆15Updated 6 years ago
• rathiromil13 / DS-5500-Project-Portfolio-Optimization-Using-Deep-Reinforcement-Learning
  The repository contains the code for project for DS 5500 course at Northeastern.
  ☆37Updated 5 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago
• amwatt / thermal_optimal_path
  Dynamic lead/lag inference for time series
  ☆15Updated 6 years ago
• felixpatzelt / priceprop
  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
  ☆23Updated 7 years ago