sakshi-s / Portfolio-Optimization-using-Deep-Learning-Techniques
Portfolio Optimisation is a fundamental problem in Financial Mathematics.The objective of this project is to explore the applicability of state-of-the-artartificial intelligence techniques, namely Reinforcement Learning algorithms,for trading securities in the Indian stock market. We begin our discussionby glancing over Markov Decision Processe…
☆12Updated 4 years ago
Alternatives and similar repositories for Portfolio-Optimization-using-Deep-Learning-Techniques:
Users that are interested in Portfolio-Optimization-using-Deep-Learning-Techniques are comparing it to the libraries listed below
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Updated 5 years ago
- A DQN agent that optimally hedges an options portfolio.☆24Updated 5 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 6 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆36Updated 5 years ago
- Creating a graph that summarizes correlations between stocks and using a Graph Neural Network to encode that information to be utilized i…☆17Updated last year
- Build DDPG models and test on stock market☆22Updated 6 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 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…☆58Updated 6 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 6 years ago
- Tracking S&P 500 index with deep learning model☆12Updated last year
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆21Updated 7 years ago
- A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock …☆15Updated 5 years ago
- ☆24Updated 2 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Stock markets are an essential component of the economy. Their prediction naturally arouses afascination in the academic and financial w…☆21Updated 3 years ago
- Uisng CNN to predicte stock market trend, and feeding with 2D images☆15Updated 6 years ago
- Using Reinforcement Learning with Deep Deterministic Policy Gradient for Portfolio Optimization☆9Updated 2 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 8 months ago
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆14Updated 6 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 6 years ago
- Stock Price Prediction with LSTM and Trading Strategy with Reinforcement Learning☆14Updated 5 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆43Updated 5 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Updated 6 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago