kayuksel / combinatorial-banditLinks
A method to search for a subset of best performing items wrt black-box reward function
☆15Updated 6 years ago
Alternatives and similar repositories for combinatorial-bandit
Users that are interested in combinatorial-bandit are comparing it to the libraries listed below
Sorting:
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Deep RL for portfolio management☆13Updated 7 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Updated 4 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- ☆10Updated 8 years ago
- Attempts to learn reinforcement learning on the stock market☆23Updated 7 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆39Updated 2 years ago
- Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.☆11Updated 5 years ago
- differential Sharpe ratio☆36Updated 6 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆37Updated 6 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Updated 5 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Updated 3 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Updated 6 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Updated 6 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆53Updated 5 years ago
- Reinforcement Learning for Automated Trading☆90Updated 9 years ago
- ☆154Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series☆72Updated 5 years ago
- ☆18Updated 5 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆23Updated 3 years ago
- Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/17…☆16Updated 8 years ago
- Using Q-learning to better navigate orderbooks.☆23Updated 7 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Updated 8 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- tabular q learning for trading☆12Updated 7 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆40Updated 5 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago