wuxx1016 / Reinforcement-Learning-in-FinanceLinks
Reinforcement Learning in Finance
☆15Updated 4 years ago
Alternatives and similar repositories for Reinforcement-Learning-in-Finance
Users that are interested in Reinforcement-Learning-in-Finance are comparing it to the libraries listed below
Sorting:
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆28Updated 4 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Updated 5 years ago
- Quant finance scripts☆16Updated 2 months ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆10Updated 7 years ago
- Deep Optimal Stopping Project☆15Updated 6 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated last year
- ☆49Updated 4 years ago
- A DQN agent that optimally hedges an options portfolio.☆24Updated 5 years ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆21Updated 4 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆17Updated 3 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆35Updated 3 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆62Updated 2 years ago
- Repository attached to the paper with the same name.☆21Updated 4 years ago
- The project is advised by Professor Robert Engle in his FINANCIAL ECONOMETRICS PhD course. I made comparison between the performance of d…☆10Updated 6 years ago
- ☆35Updated last year
- ☆23Updated 3 months ago
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆25Updated 4 years ago
- For code and snippets for STA 2536: Data Science for Risk Modeling☆14Updated 3 years ago
- ☆10Updated 6 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆51Updated 2 years ago
- ☆23Updated 3 years ago
- Code for the paper "Hedging with linear regressions and neural networks"☆37Updated 4 years ago
- code for "Optimal Stopping via Randomized Neural Networks"☆56Updated last year
- An optimal trading trajectory solver.☆28Updated 3 years ago
- ☆15Updated 2 years ago
- ☆19Updated 7 years ago
- The specialization provides the knowledge and practical skills necessary to develop a strong foundation on core paradigms of machine lear…☆17Updated 5 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Updated 6 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆14Updated 9 months ago