Research project implementation for the ICAIF'21 publication and Master's Thesis. ITS-SentARL => Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach
☆44Sep 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆34Jun 28, 2022Updated 3 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆266Mar 19, 2026Updated last month
- Using Resnet architecture in the contextual bandit framework for financial asset trading☆16Nov 22, 2024Updated last year
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆45Mar 23, 2022Updated 4 years ago
- todo: desc☆11Aug 12, 2021Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆614Mar 19, 2026Updated last month
- ☆27Feb 14, 2019Updated 7 years ago
- ☆19May 22, 2021Updated 4 years ago
- ☆14Aug 5, 2020Updated 5 years ago
- ☆32Jul 16, 2020Updated 5 years ago
- Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learni…☆214Nov 24, 2021Updated 4 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Feb 8, 2018Updated 8 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Quantitative Finance Approaches in Finance and the RL-based approaches for automated trading☆16Oct 12, 2021Updated 4 years ago
- https://arxiv.org/abs/2006.04992☆19Jun 17, 2021Updated 4 years ago
- Look Ahead Factor models for quantitative investing using deep learning and uncertainty quantification☆10Jun 25, 2020Updated 5 years ago
- ☆15Jan 11, 2021Updated 5 years ago
- Deep RL for portfolio management☆13Aug 31, 2018Updated 7 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
- A simple TradingView historical Data Downloader☆17Aug 20, 2022Updated 3 years ago
- ☆56Jul 15, 2020Updated 5 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆133Aug 31, 2023Updated 2 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Neural Time Series Analysis☆14Nov 21, 2022Updated 3 years ago
- Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.☆11Nov 11, 2020Updated 5 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Apr 4, 2019Updated 7 years ago
- Multi-agent Reinforcement Learning for Liquidation Strategy Analysis. ICML 2019 AI in Finance.☆30Aug 26, 2020Updated 5 years ago
- maxmall电商平台前端项目,基于Vue+Element实现。☆14Sep 4, 2020Updated 5 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 6 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- 股价预测程序,尝试各种模型。☆33May 20, 2021Updated 4 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Example code for the NNGeometry PyTorch library☆10Aug 20, 2025Updated 8 months ago
- ☆16Mar 7, 2020Updated 6 years ago
- awesome reinforcement learning for trading domain☆14Nov 5, 2020Updated 5 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
- tabular q learning for trading☆12Dec 10, 2018Updated 7 years ago
- Code for IJCAI 2021 main conference paper "Long-term, Short-term and Sudden Event: Trading Volume Movement Prediction with Graph-based M…☆22Dec 24, 2021Updated 4 years ago