joelowj / Machine-Learning-and-Reinforcement-Learning-in-FinanceLinks
Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering
☆272Updated 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☆220Updated 6 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆270Updated 6 years ago
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆134Updated 5 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆219Updated 4 years ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆218Updated 2 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆561Updated 5 years ago
- CSCI 599 deep learning and its applications final project☆155Updated 6 years ago
- Applying Reinforcement Learning in Quantitative Trading☆351Updated last year
- Implementation of Reinforcement Learning in Pair Trading☆11Updated 5 months 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
- Machine Learning for finance and investment introduction☆260Updated 7 years ago
- ☆184Updated 7 years ago
- ☆154Updated 5 years ago
- Markowitz portfolio optimisation (efficient frontier) in Python☆203Updated 7 years ago
- Reinforcement Learning for Portfolio Management☆475Updated 7 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
- ☆60Updated 6 years ago
- ☆86Updated 6 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆268Updated 3 years ago
- Machine Learning for Finance, published by Packt☆385Updated last week
- Listed Volatility and Variance Derivatives (Wiley Finance)☆158Updated 3 years ago
- Quantitative finance research tools in Python☆445Updated 2 years ago
- Using deep actor-critic model to learn best strategies in pair trading☆320Updated 8 years ago
- ☆216Updated 8 years ago
- Reinforcement Learning for Automated Trading☆90Updated 9 years ago
- An open source library for portfolio optimisation☆366Updated last year
- Advances in Financial Machine Learning☆791Updated 2 years ago
- ☆160Updated 2 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- ☆101Updated 3 years ago