lee-jinho / DQN-global-stock-market-predictionLinks
β27Updated 6 years ago
Alternatives and similar repositories for DQN-global-stock-market-prediction
Users that are interested in DQN-global-stock-market-prediction are comparing it to the libraries listed below
Sorting:
- ππ¨ Deep Momentum Networks for Time Series Strategiesβ124Updated 5 years ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learningβ60Updated 5 years ago
- β203Updated 2 years ago
- This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (stratβ¦β25Updated 6 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarβ¦β128Updated 2 years ago
- Implementing a Generative Adversarial Network on the Stock Marketβ121Updated 3 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategiesβ81Updated last year
- Deep q learning on determining buy/sell signal and placing ordersβ50Updated 6 years ago
- β46Updated 3 years ago
- Notes on Advances in Financial Machine Learningβ80Updated 6 years ago
- Deep Reinforcement Learning Framework for Factor Investingβ28Updated 2 years ago
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy gβ¦β108Updated 5 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limiβ¦β64Updated 2 years ago
- Deep Reinforcement Learning For Tradingβ106Updated last year
- β34Updated 5 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.β67Updated 3 months ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market tradesβ104Updated 2 years ago
- Tensortrade project for reinforcement learning in futures marketβ56Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NEβ¦β67Updated last year
- implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)β78Updated 2 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assetsβ77Updated 8 months ago
- Pair Trading Strategy using Machine Learning written in Pythonβ120Updated 3 years ago
- 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 environmentβ¦β58Updated 6 years ago
- Limit Order Book data analysis and modeling using LSTM networkβ138Updated 6 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.β86Updated 4 years ago
- β74Updated 4 years ago
- Deep Reinforcement Learning for Portfolio Optimizationβ126Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Scienceβ88Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtraderβ44Updated 7 months ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategyβ65Updated 4 years ago