trality / fireLinks
FInancial REinforcement learning
☆31Updated 2 years ago
Alternatives and similar repositories for fire
Users that are interested in fire are comparing it to the libraries listed below
Sorting:
- Reinforcement Learning framework to make synthetic experiments in the financial domain☆23Updated 2 years ago
- ☆15Updated 4 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 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
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆23Updated 4 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆30Updated 4 years ago
- Using a modified version of Werner Duvaud's MuZero implementation (https://github.com/werner-duvaud/muzero-general) this reinforcement ag…☆17Updated 4 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆129Updated last week
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆27Updated last year
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆23Updated last year
- Some implementations from the paper robust risk aware reinforcement learning☆35Updated 3 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Updated 5 years ago
- Code for thesis project on applying reinforcement learning to algorithmic trading☆34Updated 2 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years 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
- ☆19Updated 4 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆18Updated last year
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆64Updated 2 years ago
- differential Sharpe ratio☆34Updated 6 years ago
- Official implementation of PRUDEX-Compass☆51Updated 2 years ago
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆31Updated 2 years ago
- ☆20Updated 2 years ago
- ☆22Updated 2 years ago
- A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum …☆148Updated last week
- Build DDPG models and test on stock market☆22Updated 6 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆24Updated 2 years ago
- Trading Robot based on LSTM-PPO☆27Updated 5 years ago
- An implementation of the paper "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"☆23Updated 6 years ago
- Code to support my Master's thesis☆20Updated last year