renjiege / Quant_Portfolio_Management
A deep reinforcement learning model for portfolio management. For more info, check
☆14Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for Quant_Portfolio_Management
- Demo for the application of RL to non-stationary effects☆44Updated 4 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆41Updated 5 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆35Updated 4 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆53Updated 5 years ago
- ☆43Updated 4 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…☆53Updated 5 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆19Updated 4 years ago
- Build DDPG models and test on stock market☆22Updated 5 years ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆93Updated last year
- Reinforcement Learning for Automated Trading☆85Updated 7 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆93Updated 4 years ago
- ☆96Updated 2 years ago
- Deep Reinforcement Learning For Trading☆105Updated 9 months ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Updated last year
- ☆50Updated 5 years ago
- Deep q learning on determining buy/sell signal and placing orders☆46Updated 5 years ago
- Trading multiple stocks using custom gym environment and custom neural network with StableBaselines3.☆43Updated last year
- Pair Trading Strategy using Machine Learning written in Python☆113Updated 2 years ago
- Code for the paper "Hedging with linear regressions and neural networks"☆35Updated 3 years ago
- Using Reinforcement Learning with Deep Deterministic Policy Gradient for Portfolio Optimization☆9Updated last year
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆34Updated 5 years ago
- Hedging portfolios with reinforcement learning.☆33Updated 7 years ago
- differential Sharpe ratio☆31Updated 5 years ago
- A DQN agent that optimally hedges an options portfolio.☆23Updated 4 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆92Updated 2 years ago
- A Reinforcement learning model which applies deterministic policy gradient algorithms to maximize return on portfolio management task☆14Updated 6 years ago
- WATERMELON: Multi-Agent Reinforcement Learning Based Algorithmic Stock Trading System with GUI Application☆15Updated 2 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated last year