jpmorganchase / Phantom
A Multi-agent reinforcement-learning simulator framework.
☆68Updated 11 months ago
Alternatives and similar repositories for Phantom:
Users that are interested in Phantom are comparing it to the libraries listed below
- ☆124Updated 9 months ago
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆157Updated last year
- Technical documents on a variety of topics, created for the purpose of learning☆31Updated last week
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆25Updated last year
- Some implementations from the paper robust risk aware reinforcement learning☆35Updated 3 years ago
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆81Updated last year
- ☆48Updated 4 years ago
- code for "Optimal Stopping via Randomized Neural Networks"☆53Updated last year
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆31Updated 2 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆118Updated last week
- Deep Reinforcement Learning for Portfolio Optimization☆117Updated 5 years ago
- Multi-Agent eXchange simulator developed at Oxford-Man Institute☆60Updated 4 years ago
- ☆63Updated 2 months ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆102Updated 3 years ago
- Monte Carlo Submission Examples☆16Updated 7 months ago
- ☆32Updated 11 months ago
- Code accompanying the paper "Non-adversarial training of Neural SDEs with signature kernel scores".☆20Updated 7 months ago
- Robust pricing and hedging via Neural SDEs☆33Updated 3 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆38Updated 6 months ago
- Tool to support backtests☆43Updated last week
- ☆46Updated 8 months ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆75Updated 2 months ago
- ☆10Updated last week
- Implements Path Shadowing Monte Carlo (PSMC).☆69Updated 4 months ago
- Some example code for the "Introduction to Bayesian Reinforcement Learning" presentations☆29Updated 6 years ago
- Mastering Reinforcement Learning with Python, published by Packt☆157Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆50Updated 2 years ago
- ☆39Updated 6 months ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆54Updated 6 years ago
- Lecture slides for the MARL book (www.marl-book.com)☆89Updated last month