zhangchuheng123 / FactorModelLinks
References for factor model
☆35Updated 4 years ago
Alternatives and similar repositories for FactorModel
Users that are interested in FactorModel are comparing it to the libraries listed below
Sorting:
- Deep direct reinforcement learning for financial signal representation and trading☆30Updated 4 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆153Updated last year
- ☆103Updated last year
- ☆42Updated 2 years ago
- Starter kit and resources for ACM ICAIF 2023 FinRL Contest. Website: https://open-finance-lab.github.io/finrl-contest.github.io/☆52Updated 7 months ago
- ☆129Updated 3 years ago
- Fintech literature, including journal, conference, book and useful links☆96Updated 3 years ago
- ☆158Updated 5 years ago
- Official implementation of PRUDEX-Compass☆51Updated 2 years ago
- A deep learning model for Financial Signal Representation and Trading☆75Updated 6 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆54Updated 7 years ago
- ☆87Updated last year
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆24Updated 2 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆129Updated last month
- ☆34Updated 5 years ago
- ☆63Updated last year
- ☆30Updated 2 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆128Updated 2 years ago
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆17Updated 5 years ago
- Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆23Updated 5 months ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Updated 6 years ago
- quantitative investment; genetic algorithm; data mining☆21Updated 11 months 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
- Deep Direct Reinforcement Learning for Financial Signal Representation and Trading(http://cslt.riit.tsinghua.edu.cn/mediawiki/images/a/aa…☆29Updated 6 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆66Updated 2 years ago
- ☆69Updated 4 years ago
- ☆106Updated 7 months ago
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆31Updated 2 years ago
- ☆16Updated 3 years ago