sridas123 / Decision-making-in-FinanceLinks
Adaptation of Monte Carlo and SARSA algorithms (Reinforcement Learning) for learning the policy of sellers/ buyers in stock market
☆12Updated 7 years ago
Alternatives and similar repositories for Decision-making-in-Finance
Users that are interested in Decision-making-in-Finance are comparing it to the libraries listed below
Sorting:
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 7 years ago
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆15Updated 7 years ago
- ☆19Updated 4 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆17Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 5 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆15Updated 2 years ago
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆16Updated 7 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Updated 2 years ago
- Talk Materials for "Convex Optimization for Finance"☆28Updated 2 years ago
- This project deals with the use of machine learning to predict changes in stock values as well as we incorporating study on effect of dif…☆13Updated 7 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 5 years ago
- Stock Market Prediction Using Unsupervised Features☆54Updated 6 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- Use Neural Network as a trading strategy model☆29Updated 8 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆53Updated 5 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Updated 5 years ago
- A deep learning model for Financial Signal Representation and Trading☆75Updated 6 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆12Updated 2 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆29Updated 6 years ago
- Vpin caculation and backtesting☆14Updated 6 years ago
- # Bayesian-Regression-to-Predict-Bitcoin-Price-Variations Predicting the price variations of bitcoin, a virtual cryptographic currency. T…☆22Updated 7 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Updated 6 years ago
- A crypto currency live-trading backend for Huobi☆35Updated 7 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 8 years ago
- This project analysed financial data and designed trading strategies by machine learning models.☆10Updated 6 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 11 months ago