MetametaHan's Stars
samluxenberg1/Time-Series-Forecasting-with-Wavelets
keguoh/LittleSAS
charliedream1/ai_quant_trade
股票AI操盘手:从学习、模拟到实盘,一站式平台。包含股票知识、策略实例、因子挖掘、传统策略、机器学习、深度学习、强化学习、图网络、高频交易、C++部署和聚宽实例代码等,可以方便学习、模拟及实盘交易
xhlgogo/Quantitative-Investment-Trading-system
**人民大学财政金融学院“金融计量与量化策略分析”课程与“量化投资交易策略分析与系统设计”课程。
Musonda2day/Asset-Portfolio-Management-usingDeep-Reinforcement-Learning-
This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep Reinforcement Learning (DRL). The work presented explores the use of Deep Reinforcement Learning in dynamically allocating assets in a portfolio in order to solve the Tactical Asset Allocation (TAA) problem.
DeepReinforcementLearning/DeepReinforcementLearningInAction
Code from the Deep Reinforcement Learning in Action book from Manning, Inc
ikostrikov/pytorch-a2c-ppo-acktr-gail
PyTorch implementation of Advantage Actor Critic (A2C), Proximal Policy Optimization (PPO), Scalable trust-region method for deep reinforcement learning using Kronecker-factored approximation (ACKTR) and Generative Adversarial Imitation Learning (GAIL).
jshellen/HFT
High Frequency Market Making
ailabx/ailabx
AI量化实验室,专注将前沿人工智能技术(深度学习/强化学习/知识图谱)应用于金融量化投资。
TradeMaster-NTU/PRUDEX-Compass
Official implementation of PRUDEX-Compass
TradeMaster-NTU/TradeMaster
TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning :fire: :zap: :rainbow:
duburcqa/jiminy
Jiminy: a fast and portable Python/C++ simulator of poly-articulated robots with OpenAI Gym interface for reinforcement learning
GregBland/yahoo_fin_article
Repository containing elements for article about the Yahoo_fin library.
HFTHaidra/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Strategy
Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and dynamic stock market. In this paper, we propose a deep ensemble reinforcement learning scheme that automatically learns a stock trading strategy by maximizing investment return. We train a deep reinforcement learning agent and obtain an ensemble trading strategy using the three actor-critic based algorithms: Proximal Policy Optimization (PPO), Advantage Actor Critic (A2C), and Deep Deterministic Policy Gradient (DDPG). The ensemble strategy inherits and integrates the best features of the three algorithms, thereby robustly adjusting to different market conditions. In order to avoid the large memory consumption in training networks with continuous action space, we employ a load-on-demand approach for processing very large data. We test our algorithms on the 30 Dow Jones stocks which have adequate liquidity. The performance of the trading agent with different reinforcement learning algorithms is evaluated and compared with both the Dow Jones Industrial Average index and the traditional min-variance portfolio allocation strategy. The proposed deep ensemble scheme is shown to outperform the three individual algorithms and the two baselines in terms of the risk-adjusted return measured by the Sharpe ratio.
AI4Finance-Foundation/FinRL-Tutorials
Tutorials. Please star.
miroblog/deep_rl_trader
Trading Environment(OpenAI Gym) + DDQN (Keras-RL)
KodAgge/Reinforcement-Learning-for-Market-Making
Using tabular and deep reinforcement learning methods to infer optimal market making strategies
AkshayS21/Reinforcement-Learning-for-Optimal-Financial-Trading
Implementation of the DDPG algorithm for Optimal Finance Trading
druce/rl
Deep Reinforcement Learning For Trading
mariko-sawada/FinRL_with_fundamental_data
Trained an automated stock trading model with companies' fundamental data using FinRL, a Deep Reinforcement Learning library developed by AI4Finance.
AI4Finance-Foundation/FinRL-Trading
For trading. Please star.
AI4Finance-Foundation/FinRL
FinRL: Financial Reinforcement Learning. 🔥
Cyn7hia/Double-DQN-stock-trading-rule
Code for paper Stock trading rule discovery with double deep Q-network
abhilash1910/Deep_Reinforcement_Learning_Trading
Deep Reinforcement Learning for Trading
bayesian-optimization/BayesianOptimization
A Python implementation of global optimization with gaussian processes.
notadamking/RLTrader
A cryptocurrency trading environment using deep reinforcement learning and OpenAI's gym
google-research/google-research
Google Research
sfujim/TD3
Author's PyTorch implementation of TD3 for OpenAI gym tasks
chopsticks-user/Pytorch-LSTM-DDQN
LSTM DDQN using PyTorch on Gym Open AI environment.
TSRLMC/RLMC