xicocaio / its-sentarlView external linksLinks
Research project implementation for the ICAIF'21 publication and Master's Thesis. ITS-SentARL => Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach
☆41Sep 8, 2024Updated last year
Alternatives and similar repositories for its-sentarl
Users that are interested in its-sentarl are comparing it to the libraries listed below
Sorting:
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Jun 28, 2022Updated 3 years ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆43Mar 23, 2022Updated 3 years ago
- todo: desc☆11Aug 12, 2021Updated 4 years ago
- Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.☆11Nov 11, 2020Updated 5 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Apr 8, 2020Updated 5 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Apr 4, 2019Updated 6 years ago
- ☆27Feb 14, 2019Updated 7 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆266Nov 24, 2022Updated 3 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Deep RL for portfolio management☆13Aug 31, 2018Updated 7 years ago
- Using Resnet architecture in the contextual bandit framework for financial asset trading☆16Nov 22, 2024Updated last year
- tabular q learning for trading☆12Dec 10, 2018Updated 7 years ago
- Serverless Scraper for Cryptocurrency Order Book Data☆15Dec 8, 2022Updated 3 years ago
- The code for Fuzzy Investment Counselor (FIC) and Markowitz portfolio theory for stock investment☆14Sep 2, 2020Updated 5 years ago
- ☆14Aug 5, 2020Updated 5 years ago
- A Tensorflow Implementation of Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction☆14Mar 9, 2020Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Feb 8, 2018Updated 8 years ago
- Quantitative Finance Approaches in Finance and the RL-based approaches for automated trading☆16Oct 12, 2021Updated 4 years ago
- Blaze☆17Jun 19, 2021Updated 4 years ago
- https://arxiv.org/abs/2006.04992☆19Jun 17, 2021Updated 4 years ago
- Source code for the course "Deep Reinforcement Learning for High-Frequency Trading" held at the Ukrainian Catholic University / Czech Tec…☆20Sep 11, 2022Updated 3 years ago
- ☆22Aug 10, 2022Updated 3 years ago
- Reinforcement Learning framework to make synthetic experiments in the financial domain☆23Jul 18, 2023Updated 2 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆31Oct 7, 2020Updated 5 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Apr 2, 2019Updated 6 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆600Dec 10, 2023Updated 2 years ago
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Mar 12, 2021Updated 4 years ago
- ☆19May 22, 2021Updated 4 years ago
- PyGOP: a python package that implements various algorithms using Generalized Operational Perceptron☆18Oct 29, 2025Updated 3 months ago
- Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learni…☆210Nov 24, 2021Updated 4 years ago
- Code for IJCAI 2021 main conference paper "Long-term, Short-term and Sudden Event: Trading Volume Movement Prediction with Graph-based M…☆23Dec 24, 2021Updated 4 years ago
- ☆27Jan 18, 2018Updated 8 years ago
- Collections of snippets for trading I find interesting☆28Jan 23, 2025Updated last year
- Trading Stock with Deep Reinforcement Learning☆24Aug 20, 2018Updated 7 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- Multi-agent Reinforcement Learning for Liquidation Strategy Analysis. ICML 2019 AI in Finance.☆30Aug 26, 2020Updated 5 years ago
- Deep Direct Reinforcement Learning for Financial Signal Representation and Trading(http://cslt.riit.tsinghua.edu.cn/mediawiki/images/a/aa…☆29May 30, 2019Updated 6 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆67Mar 19, 2023Updated 2 years ago