kayuksel / combinatorial-bandit
A method to search for a subset of best performing items wrt black-box reward function
☆12Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for combinatorial-bandit
- Deep RL for portfolio management☆12Updated 6 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 5 years ago
- tabular q learning for trading☆10Updated 5 years ago
- ☆20Updated 4 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆34Updated 2 years ago
- reinforcement learning project for crypto portfolio management☆9Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆15Updated last year
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- Attempts to learn reinforcement learning on the stock market☆23Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆19Updated 2 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆34Updated 5 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Updated 4 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆14Updated 4 years ago
- Adaptation of Monte Carlo and SARSA algorithms (Reinforcement Learning) for learning the policy of sellers/ buyers in stock market☆12Updated 6 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Updated last year
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆53Updated 5 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆48Updated 4 years ago
- ☆10Updated last year
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆32Updated 5 years ago
- Dynamic lead/lag inference for time series☆15Updated 5 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆26Updated 4 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- CVXPY Portfolio Optimization Sample☆43Updated 7 years ago
- Machine Learning examples adapted from Hastie, Tibshirani, and Friedman book☆9Updated 7 years ago
- CAIS++ Spring 2019 Project: Building an Agent to Trade with Reinforcement Learning☆40Updated 4 years ago
- Advancing in Financial Machine Learning☆16Updated 4 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆32Updated 2 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 5 years ago