mariko-sawada / FinRL_with_fundamental_dataLinks
Trained an automated stock trading model with companies' fundamental data using FinRL, a Deep Reinforcement Learning library developed by AI4Finance.
☆53Updated 3 years ago
Alternatives and similar repositories for FinRL_with_fundamental_data
Users that are interested in FinRL_with_fundamental_data are comparing it to the libraries listed below
Sorting:
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Updated last year
- Deep Reinforcement Learning For Trading☆106Updated last year
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆141Updated last year
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆103Updated 2 years ago
- A Streamlit based application to predict future Stock Price and pipeline to let anyone train their own multiple Machine Learning models o…☆91Updated 9 months ago
- ☆101Updated 3 years ago
- Materials for blogs and conferences☆69Updated 3 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆77Updated 6 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- Deep Q-Learning Applied to Algorithmic Trading☆27Updated last week
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago
- Reinforce Your Career: Machine Learning in Finance. Extend your expertise of algorithms and tools needed to predict financial markets.☆75Updated 2 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 6 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- ☆197Updated 2 months ago
- ☆73Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 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 environment…☆58Updated 6 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆74Updated 5 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 4 years ago
- Implementing a Generative Adversarial Network on the Stock Market☆120Updated 3 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- ☆19Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆46Updated 5 years ago
- ☆39Updated 4 years ago
- ☆62Updated 6 years ago
- Deep Neural Network Trading collection of Tensorflow Jupyter notebooks☆62Updated 2 years ago