joelowj / Machine-Learning-and-Reinforcement-Learning-in-FinanceLinks
Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering
☆269Updated 5 years ago
Alternatives and similar repositories for Machine-Learning-and-Reinforcement-Learning-in-Finance
Users that are interested in Machine-Learning-and-Reinforcement-Learning-in-Finance are comparing it to the libraries listed below
Sorting:
- Source code for the blog post on the evolution of the asset allocation methods☆218Updated 6 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆266Updated 6 years ago
- Implementation of Reinforcement Learning in Pair Trading☆11Updated 3 months ago
- Mostly experiments based on "Advances in financial machine learning" book☆558Updated 4 years ago
- Machine Learning for finance and investment introduction☆260Updated 7 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆217Updated 4 years ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆218Updated last year
- Applying Reinforcement Learning in Quantitative Trading☆350Updated last year
- CSCI 599 deep learning and its applications final project☆156Updated 6 years ago
- Machine Learning for Finance, published by Packt☆380Updated last month
- ☆184Updated 7 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆266Updated 2 years ago
- Using deep actor-critic model to learn best strategies in pair trading☆319Updated 8 years ago
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆134Updated 5 years ago
- ☆85Updated 6 years ago
- This repository presents our work during a project realized in the context of the IEOR 8100 RL Class at Columbia University.☆256Updated 3 years ago
- Quantitative finance research tools in Python☆439Updated 2 years ago
- ☆149Updated 5 years ago
- ☆214Updated 8 years ago
- 💰 A collection of finance related machine learning examples☆98Updated 5 years ago
- Reinforce Your Career: Machine Learning in Finance. Extend your expertise of algorithms and tools needed to predict financial markets.☆78Updated 3 years ago
- Markowitz portfolio optimisation (efficient frontier) in Python☆202Updated 7 years ago
- ☆60Updated 6 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019☆224Updated 2 years ago
- Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learni…☆210Updated 3 years ago
- An open source library for portfolio optimisation☆364Updated last year
- Reinforcement Learning for Portfolio Management☆473Updated 7 years ago
- playing idealized trading games with deep reinforcement learning☆359Updated 4 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago