jpmorganchase / PhantomLinks
A Multi-agent reinforcement-learning simulator framework.
☆78Updated last year
Alternatives and similar repositories for Phantom
Users that are interested in Phantom are comparing it to the libraries listed below
Sorting:
- ☆136Updated last year
- Technical documents on a variety of topics, created for the purpose of learning☆43Updated 5 months ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆33Updated last year
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆163Updated last year
- A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum …☆148Updated last month
- Solvers for NP-hard and NP-complete problems with an emphasis on high-performance GPU computing.☆161Updated 3 months ago
- code for "Optimal Stopping via Randomized Neural Networks"☆59Updated last year
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆130Updated this week
- Deep Reinforcement Learning for Portfolio Optimization☆128Updated 5 years ago
- Multi-Agent eXchange simulator developed at Oxford-Man Institute☆64Updated 5 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆23Updated last year
- ☆596Updated last year
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆83Updated 2 years ago
- Mastering Reinforcement Learning with Python, published by Packt☆165Updated last month
- ☆181Updated last week
- ABIDES: Agent-Based Interactive Discrete Event Simulation☆459Updated 2 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- ☆19Updated last month
- Some implementations from the paper robust risk aware reinforcement learning☆36Updated 3 years ago
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆32Updated 2 years ago
- ☆50Updated 5 years ago
- ☆89Updated last year
- ☆28Updated 4 months ago
- Deep Optimal Stopping Project☆15Updated 6 years ago
- Agent Based Modeling and Reinforcement Learning☆74Updated last year
- ☆36Updated last year
- This project implements the two deep reinforcement learning algorithms on portfolio management☆53Updated 7 years ago
- Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and…☆23Updated 2 years ago
- Market simulator☆61Updated 5 years ago