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.
☆47Updated 3 years ago
Related projects: ⓘ
- This project is part of my internship at ULiege on Deep RL in stock market trading☆41Updated 10 months ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆101Updated 6 months ago
- Deep Reinforcement Learning For Trading☆104Updated 7 months 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☆92Updated 2 years ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆89Updated last year
- The repository contains the code for project for DS 5500 course at Northeastern.☆35Updated 4 years ago
- ☆95Updated 2 years ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆51Updated 4 years ago
- ☆68Updated 2 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆88Updated 4 years ago
- Deep q learning on determining buy/sell signal and placing orders☆46Updated 5 years ago
- Stock and Forex market prediction using ML and time-series modelling☆33Updated 5 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆67Updated 4 years ago
- An OpenAI gym environment for futures trading☆29Updated 3 years ago
- ☆23Updated last year
- Hedging portfolios with reinforcement learning.☆33Updated 7 years ago
- Practical Deep Reinforcement Learning Approach for Stock Trading. NeurIPS 2018 AI in Finance.☆72Updated 6 months ago
- Discover a curated list of projects complementing TensorTrade, distinct from those mentioned in its official documentation. Contributions…☆68Updated 2 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- ☆175Updated 2 weeks ago
- Demo for the application of RL to non-stationary effects☆44Updated 4 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- ☆88Updated this week
- Multi-agent Reinforcement Learning for Liquidation Strategy Analysis. ICML 2019 AI in Finance.☆24Updated 4 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆59Updated last year
- A network tries to predict movements in stock prices based on a picture of a time series stock price.☆36Updated 3 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆104Updated 3 years ago
- Implementing a Generative Adversarial Network on the Stock Market☆119Updated 2 years ago
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆55Updated 4 years ago