joelowj / Machine-Learning-and-Reinforcement-Learning-in-FinanceLinks
Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering
☆262Updated 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:
- Mostly experiments based on "Advances in financial machine learning" book☆554Updated 4 years ago
- Machine Learning for finance and investment introduction☆259Updated 7 years ago
- Applying Reinforcement Learning in Quantitative Trading☆349Updated last year
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆209Updated 4 years ago
- An Structural Application of Reinforcement Learning in Pair Trading☆9Updated last year
- Source code for the blog post on the evolution of the asset allocation methods☆214Updated 5 years ago
- Using deep actor-critic model to learn best strategies in pair trading☆317Updated 8 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆363Updated 6 years ago
- Advances in Financial Machine Learning☆784Updated 2 years ago
- Quantitative finance research tools in Python☆428Updated 2 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆260Updated 6 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆262Updated 2 years ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆214Updated last year
- CSCI 599 deep learning and its applications final project☆155Updated 6 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆164Updated 5 years ago
- ☆310Updated 2 years ago
- ☆212Updated 7 years ago
- 💰 A collection of finance related machine learning examples☆98Updated 4 years ago
- Reinforcement Learning for Portfolio Management☆471Updated 7 years ago
- This repository presents our work during a project realized in the context of the IEOR 8100 RL Class at Columbia University.☆252Updated 3 years ago
- Reinforcement Learning for Automated Trading☆88Updated 8 years ago
- Machine Learning for Finance, published by Packt☆376Updated 2 years ago
- An open source library for portfolio optimisation☆360Updated last year
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- ☆83Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆241Updated last year
- Applying Deep Learning and NLP in Quantitative Trading☆106Updated 6 years ago
- ☆150Updated 2 years ago
- Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)☆190Updated last year
- ☆149Updated 5 years ago