Pinned Repositories
academy
Ray tutorials from Anyscale
agentBasedSimulation
alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
applied-ml
📚 Papers & tech blogs by companies sharing their work on data science & machine learning in production.
Auto-PyTorch
Automatic architecture search and hyperparameter optimization for PyTorch
autogluon
AutoGluon: AutoML for Image, Text, and Tabular Data
ebooks
Online store for quant finance books
Reinforcement-learning-in-portfolio-management-
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.
TabTransformerTF
TensorFlow implementation of TabTransformer
QuantHao's Repositories
QuantHao/Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
QuantHao/ray
An open source framework that provides a simple, universal API for building distributed applications. Ray is packaged with RLlib, a scalable reinforcement learning library, and Tune, a scalable hyperparameter tuning library.
QuantHao/Tensorflow-2-Reinforcement-Learning-Cookbook
Tensorflow 2 Reinforcement Learning Cookbook, published by Packt
QuantHao/gym
A toolkit for developing and comparing reinforcement learning algorithms.
QuantHao/keras-rl2
Reinforcement learning with tensorflow 2 keras
QuantHao/academy
Ray tutorials from Anyscale
QuantHao/gym_example
An example implementation of an OpenAI Gym environment used for a Ray RLlib tutorial
QuantHao/DeepLearning
QuantHao/DRL
Deep Reinforcement Learning
QuantHao/Informer2020
The GitHub repository for the paper "Informer" accepted by AAAI 2021.
QuantHao/PGPortfolio
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
QuantHao/da-rnn-1
Dual-Stage Attention-Based Recurrent Neural Net for Time Series Prediction
QuantHao/py-mlfactor
Rewriting the code in "Machine Learning for Factor Investing" in Python
QuantHao/neural-oblivious-decision-ensembles
tensorflow implementation of Neural Oblivious Decision Ensembles
QuantHao/Awesome-Deep-Learning-Based-Time-Series-Forecasting
QuantHao/DA-RNN
📃 **Unofficial** PyTorch Implementation of DA-RNN (arXiv:1704.02971)
QuantHao/pypbo
Probability of Backtest Overfitting in Python
QuantHao/ebooks
Online store for quant finance books
QuantHao/ML_Finance_Codes
Machine Learning in Finance: From Theory to Practice Book
QuantHao/mcos
Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
QuantHao/DeepRL-TensorFlow2
🐋 Simple implementations of various popular Deep Reinforcement Learning algorithms using TensorFlow2
QuantHao/Reinforcement-learning-in-portfolio-management-
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.
QuantHao/tensorflow_practice
tensorflow实战练习,包括强化学习、推荐系统、nlp等
QuantHao/Barra_CNE5
Provide risk forecasts by Barra China Equity Model
QuantHao/agentBasedSimulation