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 6 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:
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆14Updated 7 years ago
- ☆19Updated 4 years ago
- A method to search for a subset of best performing items wrt black-box reward function☆12Updated 6 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Deep RL for portfolio management☆13Updated 6 years ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆35Updated last year
- Machine Learning examples adapted from Hastie, Tibshirani, and Friedman book☆9Updated 7 years ago
- Dynamic lead/lag inference for time series☆16Updated 6 years ago
- ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING☆15Updated 6 years ago
- Limit order book model with Poissonian order flow.☆10Updated 7 years ago
- Prediction of stock market using high-frequency data☆8Updated 7 years ago
- Talk Materials for "Convex Optimization for Finance"☆28Updated 2 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Updated 6 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆17Updated 5 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
- Deep learning in large multivariate time series using real-time feature extraction with MDFA☆12Updated 7 years ago
- DQN for single stock, pair trading in KOR☆6Updated 6 years ago
- ☆10Updated 8 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- tabular q learning for trading☆12Updated 6 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆15Updated 2 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆14Updated 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
- Some implementations from the paper robust risk aware reinforcement learning☆35Updated 3 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 7 years ago
- A framework for historical volatility estimation and analysis.☆35Updated 5 years ago
- High-performing deep learning trader on a multithreaded financial exchange simulation.☆19Updated last month