lylaabb

lylaabb's Stars

• clf110510/stochastic-volatility

  three stochastic volatility model: Heston, SABR, SVI

  Language:Python8324

• rotmanfinhub/gamma-vega-rl-hedging

  Language:Jupyter Notebook3115

• HongyangDu/GDMOPT

  Language:JavaScript10515

• Lizonghang/AGOD

  Diffusion-based Soft Actor-Critic

  Language:Python6410

• ZhengyaoJiang/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).

  Language:Python1.8k754

• AI4Finance-Foundation/FinRL

  FinRL: Financial Reinforcement Learning. 🔥

  Language:Jupyter Notebook10.3k2.5k

• google-deepmind/acme

  A library of reinforcement learning components and agents

  Language:Python3.6k437

• pfnet-research/pfhedge

  PyTorch-based framework for Deep Hedging

  Language:Python26574

• Droliven/rat_scut_reimplementation

  Reimplementation of Relation-Aware Transformer for Portfolio Policy Learning (RAT) (IJCAI 2020)

  Language:Python72

• louisoutin/rat_crypto_trader

  Relation-Aware Transformer for Portfolio Policy Learning using Binance provider

  Language:Python236

• andreaslillevangbech/PortfolioManager-pytorch

  Language:Jupyter Notebook134

• jasonhower/xueqiu

  雪球网评论数据爬取

  93

• pushpendughosh/Stock-market-forecasting

  Forecasting directional movements of stock prices for intraday trading using LSTM and random forest

  Language:Python432140