namm2008 / DRL_stock_trading
Deep Reinforcement Learning for Stock trading task
☆18Updated 3 years ago
Related projects: ⓘ
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 6 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated last year
- An implementation of DDPG using PyTorch for algorithmic trading on Chinese SH50 stock market.☆25Updated 4 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated last year
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆26Updated last year
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆51Updated last year
- Trend Prediction for High Frequency Trading☆38Updated last year
- 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…☆54Updated 5 years ago
- Deep Direct Reinforcement Learning for Financial Signal Representation and Trading(http://cslt.riit.tsinghua.edu.cn/mediawiki/images/a/aa…☆28Updated 5 years ago
- ☆14Updated 3 weeks ago
- 基于基因表达式规划算法的因子挖掘☆24Updated 3 years ago
- ☆30Updated 4 years ago
- A deep learning model for Financial Signal Representation and Trading☆69Updated 5 years ago
- Automated FOREX trading using recurrent reinforcement learning☆33Updated last year
- 多因子选股框架☆19Updated 3 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 6 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆24Updated 5 years ago
- https://arxiv.org/abs/2006.04992☆19Updated 3 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆19Updated last year
- A Higher-order HMM with EM algo.☆15Updated 2 years ago
- ☆37Updated last year
- A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock …☆13Updated 5 years ago
- 一些研报的复现☆11Updated 6 years ago
- A new formulaic alpha mining framework for quantitative investment☆46Updated 2 weeks ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆54Updated 3 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆19Updated 4 years ago
- ☆26Updated 6 months ago
- ☆14Updated 2 years ago
- Blaze☆12Updated 3 years ago
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and …☆35Updated 2 years ago