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:
- Reinforcement Learning for Automated Trading☆90Updated 8 years ago
- Deep RL for portfolio management☆13Updated 7 years ago
- Attempts to learn reinforcement learning on the stock market☆23Updated 6 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆36Updated 6 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 6 years ago
- Stock Market Prediction Using Unsupervised Features☆54Updated 7 years ago
- differential Sharpe ratio☆35Updated 6 years ago
- This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strat…☆25Updated 6 years ago
- Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.☆11Updated 4 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆36Updated 6 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 6 years ago
- Automated FOREX trading using recurrent reinforcement learning☆33Updated 2 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Updated 2 years ago
- ☆10Updated 8 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆39Updated 2 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆41Updated 5 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆35Updated 5 years ago
- WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series☆73Updated 5 years ago
- ☆20Updated 2 years ago
- Attempt to replicate: A deep learning framework for financial time series using stacked autoencoders and long- short term memory☆93Updated 3 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 5 years ago
- Deep Reinforcement Learning For Trading☆107Updated last year
- apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPGPerforming a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆57Updated 6 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- Code for thesis project on applying reinforcement learning to algorithmic trading☆33Updated 2 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆94Updated 2 years ago