nctu-dcs-lab / iRDPG-for-Quantitative-Trading-on-Stock-Index-Futures
☆9Updated 2 years ago
Alternatives and similar repositories for iRDPG-for-Quantitative-Trading-on-Stock-Index-Futures:
Users that are interested in iRDPG-for-Quantitative-Trading-on-Stock-Index-Futures are comparing it to the libraries listed below
- ☆17Updated 2 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆22Updated last year
- ☆32Updated 4 years ago
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆34Updated 5 months ago
- ☆12Updated 4 months ago
- Accepted at AAAI 25 Workshop Long Research Paper☆13Updated last month
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆17Updated 4 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- ☆14Updated 4 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆10Updated 7 months ago
- ☆92Updated last year
- ☆15Updated 3 years ago
- ☆50Updated last year
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆12Updated 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☆30Updated 2 years ago
- ☆101Updated 8 months ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆52Updated 6 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆138Updated 9 months ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆55Updated 2 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- ☆11Updated 6 months ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆12Updated 4 years ago
- Deep Reinforcement Learning Robot Advisor☆25Updated 3 years ago
- An end-to-end stock factors mining neural network framework.☆30Updated last year
- Alpha mining with DEAP-based genetic programming.☆9Updated last year
- Official implementation of PRUDEX-Compass☆43Updated last year
- ☆30Updated 3 months ago
- Reproduce AAAI22-FactorVAE☆59Updated last year
- A DQN agent that optimally hedges an options portfolio.☆22Updated 5 years ago