louisoutin / rat_crypto_traderLinks
Relation-Aware Transformer for Portfolio Policy Learning using Binance provider
☆25Updated 4 years ago
Alternatives and similar repositories for rat_crypto_trader
Users that are interested in rat_crypto_trader are comparing it to the libraries listed below
Sorting:
- ☆69Updated 4 years ago
- Official implementation of PRUDEX-Compass☆51Updated 2 years ago
- ☆15Updated 4 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆30Updated 4 years ago
- Blaze☆15Updated 4 years ago
- Deep Reinforcement Learning for Stock trading task☆21Updated 4 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆36Updated 6 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆64Updated 2 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated last year
- ☆16Updated 3 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆24Updated 2 years ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆60Updated 5 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆52Updated 2 years ago
- ☆105Updated 8 months ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆127Updated 2 years ago
- Code to support my Master's thesis☆20Updated 2 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆72Updated 4 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆30Updated 6 months ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆67Updated 2 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆35Updated 2 years ago
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆17Updated 5 years ago
- ☆53Updated 4 years ago
- An implementation of the paper "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"☆23Updated 7 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆78Updated 9 months ago
- An open-source framework for reduction of overfitting of DRL agents in Finance☆70Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆84Updated last year
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 7 months ago
- differential Sharpe ratio☆34Updated 6 years ago
- ☆63Updated last year