☆34Jul 17, 2020Updated 5 years ago
Alternatives and similar repositories for Reinforcement-Learning-for-Optimized-trade-execution
Users that are interested in Reinforcement-Learning-for-Optimized-trade-execution are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Dec 11, 2019Updated 6 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆45Sep 15, 2019Updated 6 years ago
- The work aims to explore Value based, Deep Reinforcment Learning (Deep Q-Learning and Double Deep Q-Learning) for the problem of Optimal …☆56Nov 8, 2019Updated 6 years ago
- Reinforcement Learning for Automated Trading☆90Dec 19, 2016Updated 9 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- awesome reinforcement learning for trading domain☆13Nov 5, 2020Updated 5 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆38Jun 11, 2019Updated 6 years ago
- Hedging portfolios with reinforcement learning.☆36Aug 2, 2017Updated 8 years ago
- ☆26Jan 18, 2018Updated 8 years ago
- (1) LSTM-RNN stock prices (historical closing precies of S&P500) prediction using keras with tensorflow. (2) Experiments APIs on the netw…☆24Sep 20, 2017Updated 8 years ago
- orderbooks contain so much more organic informations than moving averages...☆19Updated this week
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- Using Q-learning to better navigate orderbooks.☆23Apr 7, 2018Updated 8 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆67Mar 19, 2023Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 10 years ago
- Alpha,deap,数字货币☆14Dec 9, 2020Updated 5 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆16May 2, 2019Updated 6 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆178Jan 9, 2026Updated 3 months ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆74Apr 18, 2023Updated 3 years ago
- FInancial REinforcement learning☆30May 3, 2023Updated 2 years ago
- Orderbook matching engine with order management and market data API☆18Oct 13, 2021Updated 4 years ago
- This repo contains code with comparison of Pandas speedup libs, such as modin, dask, swifter, pandarallel and numba☆13May 24, 2020Updated 5 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58May 30, 2019Updated 6 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆27Nov 5, 2018Updated 7 years ago
- PPG (Point Process Generator) is a Reinforcement Learning framework that is able to produce actions by imitating expert sequences.☆14May 17, 2019Updated 6 years ago
- A deep reinforcement learning model for portfolio management. For more info, check☆14Jun 2, 2020Updated 5 years ago
- Reinforcement Learning (RL) is believe to be a more general approach towards Artificial Intelligence (AI). RL is the foundation for many …☆13Dec 22, 2022Updated 3 years ago
- ☆18Sep 18, 2020Updated 5 years ago
- Trading Gym is an open source project for the development of reinforcement learning algorithms in the context of trading.☆567Jan 2, 2021Updated 5 years ago
- CSCI 599 deep learning and its applications final project☆154Mar 5, 2019Updated 7 years ago
- The voices of different people are tested for 20 properties. These properties include mean-frequency, standard deviation, kurtosis, skew,…☆11May 21, 2018Updated 7 years ago
- ☆22Aug 10, 2022Updated 3 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Application for Math formula detection in image/pdf and then recognition☆12Jan 14, 2025Updated last year
- Asset allocation and Portfolio Management Course @ Baruch MFE☆17Feb 1, 2020Updated 6 years ago
- 多因子选股框架☆27Dec 9, 2020Updated 5 years ago
- Cost-sensitive multiclass classification with Adaptive Regularization of Weights☆16Sep 12, 2016Updated 9 years ago
- Deep Reinforcement Learning for CryptoMarket Prediction and Trading☆14Jan 22, 2018Updated 8 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆38Oct 18, 2020Updated 5 years ago
- Practical Deep Reinforcement Learning Approach for Stock Trading. NeurIPS 2018 AI in Finance.☆98Mar 15, 2024Updated 2 years ago