sakshi-s / Portfolio-Optimization-using-Deep-Learning-TechniquesLinks
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
Sorting:
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Updated 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
- Build DDPG models and test on stock market☆22Updated 6 years ago
- The work aims to explore Value based, Deep Reinforcment Learning (Deep Q-Learning and Double Deep Q-Learning) for the problem of Optimal …☆54Updated 5 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 6 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- A DQN agent that optimally hedges an options portfolio.☆24Updated 5 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 8 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 6 years ago
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆42Updated 2 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆21Updated last year
- Stock Market Prediction Using Unsupervised Features☆54Updated 6 years ago
- Stock markets are an essential component of the economy. Their prediction naturally arouses afascination in the academic and financial w…☆21Updated 4 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 5 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Updated 5 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆11Updated 9 years ago
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆21Updated 8 years ago
- The Implementation of paper (RE)IMAGE(IN)ING PRICE TRENDS by PyTorch☆20Updated 4 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 6 months ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆60Updated 5 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture…☆27Updated 6 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆29Updated 6 years ago
- Stock Price Prediction with LSTM and Trading Strategy with Reinforcement Learning☆14Updated 5 years ago
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆70Updated 5 years ago
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆16Updated 7 years ago
- A deep learning model for Financial Signal Representation and Trading☆75Updated 6 years ago
- ☆27Updated 2 years ago