rathiromil13 / DS-5500-Project-Portfolio-Optimization-Using-Deep-Reinforcement-Learning
The repository contains the code for project for DS 5500 course at Northeastern.
☆36Updated 5 years ago
Alternatives and similar repositories for DS-5500-Project-Portfolio-Optimization-Using-Deep-Reinforcement-Learning:
Users that are interested in DS-5500-Project-Portfolio-Optimization-Using-Deep-Reinforcement-Learning are comparing it to the libraries listed below
- Build DDPG models and test on stock market☆22Updated 6 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆20Updated 5 years ago
- A DQN agent that optimally hedges an options portfolio.☆22Updated 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…☆56Updated 5 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆36Updated 5 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆79Updated 2 years ago
- ☆99Updated 2 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆52Updated 6 years ago
- Deep Reinforcement Learning for Trading☆26Updated 2 years ago
- Reinforcement Learning in Finance☆15Updated 4 years ago
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and …☆39Updated 3 years ago
- A financial trading method using machine learning.☆60Updated last year
- Deep Reinforcement Learning Robot Advisor☆24Updated 3 years ago
- A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock …☆15Updated 5 years ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Updated last year
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆58Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 5 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 2 years ago
- This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture…☆27Updated 5 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆26Updated 4 years ago
- A portfolio optimization framework leveraging Deep Reinforcement Learning (DRL)☆23Updated 4 years ago
- detecting regime of financial market☆35Updated 2 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆25Updated last year
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- An implementation of a stock market trading bot, which uses Deep Q Learning☆23Updated 2 years ago