renjiege / Quant_Portfolio_ManagementLinks
A deep reinforcement learning model for portfolio management. For more info, check
☆14Updated 5 years ago
Alternatives and similar repositories for Quant_Portfolio_Management
Users that are interested in Quant_Portfolio_Management are comparing it to the libraries listed below
Sorting:
- Implementation of the DDPG algorithm for Optimal Finance Trading☆45Updated 6 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- Deep Reinforcement Learning For Trading☆108Updated last year
- Reinforcement Learning for Automated Trading☆90Updated 9 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 6 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…☆58Updated 6 years ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆106Updated 3 years ago
- CSCI 599 deep learning and its applications final project☆155Updated 6 years ago
- ☆154Updated 5 years ago
- ☆49Updated 6 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Updated 3 years ago
- A Deep Reinforcement Learning Challenge on Forex Portfolio Management☆151Updated last year
- ☆102Updated 7 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆36Updated 6 years ago
- Code for the paper "Hedging with linear regressions and neural networks"☆39Updated 4 years ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆218Updated 2 years ago
- An open-source framework for reduction of overfitting of DRL agents in Finance☆71Updated 2 years ago
- ☆50Updated 5 years ago
- A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum …☆152Updated this week
- Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…☆88Updated 5 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆54Updated 7 years ago
- ☆101Updated 3 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 7 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆103Updated 3 years ago
- A portfolio optimization framework leveraging Deep Reinforcement Learning (DRL)☆25Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆129Updated 5 years ago
- Deep learning modelling of orderbooks☆101Updated 5 years ago
- Implementation of Reinforcement Learning in Pair Trading☆11Updated 5 months ago