kayuksel / combinatorial-banditLinks
A method to search for a subset of best performing items wrt black-box reward function
☆12Updated 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
- reinforcement learning project for crypto portfolio management☆9Updated 7 years ago
- Deep RL for portfolio management☆13Updated 6 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆15Updated 2 years ago
- Attempts to learn reinforcement learning on the stock market☆23Updated 6 years ago
- Code for thesis project on applying reinforcement learning to algorithmic trading☆34Updated 2 years ago
- differential Sharpe ratio☆34Updated 6 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆35Updated 3 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Updated 6 years ago
- ☆10Updated 8 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 6 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.☆11Updated 4 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- Reinforcement Learning for Automated Trading☆89Updated 8 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆36Updated 6 years ago
- Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/17…☆16Updated 7 years ago
- Dynamic lead/lag inference for time series☆17Updated 6 years ago
- implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)☆78Updated 2 years ago
- Stock Market Prediction Using Unsupervised Features☆54Updated 6 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- ☆19Updated 4 years ago
- Reinforcement learning environment for trading☆15Updated 7 years ago
- Code from the paper "Robust technical trading strategies using GP for algorithmic portfolio selection"☆9Updated 5 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 6 years ago
- A deep learning model for Financial Signal Representation and Trading☆74Updated 6 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 10 months ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆93Updated 2 years ago