mariko-sawada / FinRL_with_fundamental_data
Trained an automated stock trading model with companies' fundamental data using FinRL, a Deep Reinforcement Learning library developed by AI4Finance.
☆48Updated 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
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Updated last year
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- Deep Reinforcement Learning For Trading☆106Updated 11 months ago
- ☆97Updated 2 years ago
- Materials for blogs and conferences☆67Updated 3 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆95Updated 2 years ago
- ☆189Updated 2 months 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…☆53Updated 5 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆118Updated 11 months ago
- Deep Q-Learning for Market Making☆118Updated 6 years ago
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and …☆36Updated 3 years ago
- Stock and Forex market prediction using ML and time-series modelling☆36Updated 6 years ago
- Practical Deep Reinforcement Learning Approach for Stock Trading. NeurIPS 2018 AI in Finance.☆80Updated 10 months ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆94Updated 2 years ago
- ☆55Updated 3 years ago
- Automated FOREX trading using recurrent reinforcement learning☆32Updated 2 years ago
- Source code from the youtube video☆77Updated last year
- Notes on Advances in Financial Machine Learning☆75Updated 6 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆144Updated 5 months ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆52Updated 4 years ago
- A financial trading method using machine learning.☆59Updated last year
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆60Updated 3 years ago
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆34Updated last year
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆109Updated 4 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆69Updated 4 years ago
- ☆24Updated last year
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Implementation of algorithmic trading using reinforcement learning.☆26Updated 4 years ago
- backtrader with DRL ( Deep Reinforcement Learning)☆64Updated last year
- ☆22Updated 2 years ago