Research project implementation for the ICAIF'21 publication and Master's Thesis. ITS-SentARL => Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach
☆43Sep 8, 2024Updated 2 years ago
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:
- ☆15Nov 9, 2022Updated 3 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆34Jun 28, 2022Updated 4 years ago
- Using Resnet architecture in the contextual bandit framework for financial asset trading☆16Nov 22, 2024Updated last year
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆277Mar 19, 2026Updated 6 months ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆47Mar 23, 2022Updated 4 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- todo: desc☆11Aug 12, 2021Updated 5 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆638Mar 19, 2026Updated 6 months ago
- ☆27Feb 14, 2019Updated 7 years ago
- ☆19May 22, 2021Updated 5 years ago
- ☆14Aug 5, 2020Updated 6 years ago
- Quantitative Finance Approaches in Finance and the RL-based approaches for automated trading☆17Oct 12, 2021Updated 4 years ago
- ☆32Jul 16, 2020Updated 6 years ago
- Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learni…☆215Nov 24, 2021Updated 4 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 7 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- 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
- Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.☆11Nov 11, 2020Updated 5 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 4 years ago
- https://arxiv.org/abs/2006.04992☆19Jun 17, 2021Updated 5 years ago
- Look Ahead Factor models for quantitative investing using deep learning and uncertainty quantification☆10Jun 25, 2020Updated 6 years ago
- ☆55Jul 15, 2020Updated 6 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆135Aug 31, 2023Updated 3 years ago
- Free and Open Source Software Project for comprehensive technical analysis of stocks☆14Sep 4, 2026Updated 3 weeks ago
- UrlFetchApp with retries and more☆23Dec 7, 2023Updated 2 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.
- Deep RL for portfolio management☆13Aug 31, 2018Updated 8 years ago
- A Quantitative Trading Strategy Generation and Backtesting Framework☆19Nov 19, 2023Updated 2 years ago
- Multi-agent Reinforcement Learning for Liquidation Strategy Analysis. ICML 2019 AI in Finance.☆30Aug 26, 2020Updated 6 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Apr 4, 2019Updated 7 years ago
- maxmall电商平台前端项目，基于Vue+Element实现。☆14Sep 4, 2020Updated 6 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
- Sequential planner for large text based environments☆12Dec 13, 2023Updated 2 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- 股价预测程序，尝试各种模型。☆33May 20, 2021Updated 5 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☆11Sep 10, 2026Updated 2 weeks ago
- Hierarchical Hidden Markov Model☆12Dec 11, 2022Updated 3 years ago
- This repository contains the code and related materials for my participation in the quantitative competition hosted by Tower Research Cap…☆12Mar 11, 2024Updated 2 years ago
- awesome reinforcement learning for trading domain☆15Nov 5, 2020Updated 5 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
- ☆16Updated this week
- This is a repository of DQN and its variants implementation in PyTorch based on the original papar.☆13Nov 18, 2019Updated 6 years ago