yhilpisch / rlfinance
The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance
☆103Updated 3 years ago
Alternatives and similar repositories for rlfinance:
Users that are interested in rlfinance are comparing it to the libraries listed below
- ☆102Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆47Updated last week
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆135Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆61Updated 9 months ago
- Algorithmic Short Selling with Python, Published by Packt☆89Updated 2 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆118Updated 5 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆50Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆77Updated 3 years ago
- Quant Research☆72Updated last month
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆80Updated 2 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆157Updated 4 years ago
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆18Updated 5 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Algorithmic Short-Selling with Python☆105Updated 3 years ago
- Algo Trading Research & Documentation☆18Updated 11 months ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- ☆211Updated 7 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆111Updated 4 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆47Updated last week
- Research Repo (Archive)☆73Updated 4 years ago
- ☆60Updated 2 years ago
- CS7641 Team project☆94Updated 4 years ago
- Deep Q-Learning Applied to Algorithmic Trading☆27Updated 2 weeks ago
- ☆71Updated 3 years ago
- Jupyter notebooks and data files of the new EDHEC specialization on quantitative finance (completed Aug 2022)☆41Updated 2 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- ☆36Updated 3 years ago
- Reinforce Your Career: Machine Learning in Finance. Extend your expertise of algorithms and tools needed to predict financial markets.☆74Updated 2 years ago