xicocaio / its-sentarlLinks
Research project implementation for the ICAIF'21 publication and Master's Thesis. ITS-SentARL => Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach
☆41Updated 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:
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆59Updated 2 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆80Updated last year
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆166Updated last year
- An open-source framework for reduction of overfitting of DRL agents in Finance☆71Updated 2 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆68Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆130Updated 2 years ago
- Trading multiple stocks using custom gym environment and custom neural network with StableBaselines3.☆53Updated 2 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- WATERMELON: Multi-Agent Reinforcement Learning Based Algorithmic Stock Trading System with GUI Application☆17Updated 3 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆71Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆56Updated 2 years ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆106Updated 3 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆73Updated 4 years ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆57Updated 5 years ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 5 years ago
- Deep Reinforcement Learning For Trading☆108Updated last year
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆262Updated 3 years ago
- Using a modified version of Werner Duvaud's MuZero implementation (https://github.com/werner-duvaud/muzero-general) this reinforcement ag…☆18Updated 4 years ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆45Updated 2 years ago
- differential Sharpe ratio☆35Updated 6 years ago
- Deep Reinforcement Learning for Stock trading task☆21Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- Limit Order Book data analysis and modeling using LSTM network☆137Updated 6 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Updated 11 months ago
- Notes on Advances in Financial Machine Learning☆82Updated 7 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 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