kvsnoufal / portfolio-optimizationLinks
☆101Updated 3 years ago
Alternatives and similar repositories for portfolio-optimization
Users that are interested in portfolio-optimization are comparing it to the libraries listed below
Sorting:
- Deep Reinforcement Learning for Portfolio Optimization☆129Updated 5 years ago
- Deep Reinforcement Learning For Trading☆107Updated last year
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆84Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Materials for blogs and conferences☆69Updated 4 years ago
- ☆73Updated 3 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- Trained an automated stock trading model with companies' fundamental data using FinRL, a Deep Reinforcement Learning library developed by…☆54Updated 4 years ago
- Portfolio optimization using Genetic algorithm.☆62Updated 4 years ago
- Implementing a Generative Adversarial Network on the Stock Market☆121Updated 3 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Updated 4 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆35Updated 5 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆121Updated 4 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆106Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Deep Neural Networks for Options Pricing (Python)☆49Updated 7 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- ☆65Updated 2 years ago
- ☆73Updated 4 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆57Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆86Updated 3 years ago
- ☆41Updated 4 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- Hierarchical Risk Parity☆29Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- ☆141Updated 2 years ago