pbezz1

Adv-ALSTM

Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019

Deep-Learning-in-Asset-Pricing

https://arxiv.org/abs/1805.01104

Deep-Portfolio-Management-Reinforcement-Learning

This repository presents our work during a project realized in the context of the IEOR 8100 RL Class at Columbia University.

Deep-Portfolio-Theory

Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)

Dynamic-Stock-Recommendation-Machine_Learning-Published-Paper-IEEE

Machine-Learning-Model-Rolling-forecast

machine_learning_handbook

A student-sourced Machine Learning handbook

mean-variance

Experimental project about mean-variance optimization

MThesis

Reinforcement learning and classical portfolio management

olps-algorithms

A Python implementation of algorithms for OLPS

pbezz1/Adv-ALSTM

Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019

pbezz1/Deep-Learning-in-Asset-Pricing

https://arxiv.org/abs/1805.01104

pbezz1/Deep-Portfolio-Management-Reinforcement-Learning

This repository presents our work during a project realized in the context of the IEOR 8100 RL Class at Columbia University.

pbezz1/Deep-Portfolio-Theory

Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)

pbezz1/Dynamic-Stock-Recommendation-Machine_Learning-Published-Paper-IEEE

pbezz1/Machine-Learning-Model-Rolling-forecast

pbezz1/machine_learning_handbook

A student-sourced Machine Learning handbook

pbezz1/mean-variance

Experimental project about mean-variance optimization

pbezz1/MThesis

Reinforcement learning and classical portfolio management

pbezz1/olps-algorithms

A Python implementation of algorithms for OLPS

pbezz1/olpsR

Functions and algorithms for On-line Portfolio Selection with R

pbezz1/pbezz1.github.io

pbezz1/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).

pbezz1/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.

pbezz1/Reinforcement_learning_on_portfolio_selection

A Reinforcement learning model which applies deterministic policy gradient algorithms to maximize return on portfolio management task

pbezz1/rl-portfolio-management

Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/1706.10059 (and an openai gym environment)

pbezz1/Robust-Log-Optimal-Strategy-with-Reinforcement-Learning

We propose a new Portfolio Management strategy combining Log-Optimal based Strategy and Reinforcement-Learning based Strategy.

pbezz1/SciPi

Scientific Publication Analytics Prototype: Analyzing and discovering interesting collaborations among scientists and researchers

pbezz1/smart-contract

A small project in Solidity and Python

pbezz1/State-Frequency-Memory-stock-prediction

pbezz1/stockprice

Data and Notebook for the Stock Price Prediction Tutorial

pbezz1/universal-portfolios

Collection of algorithms for online portfolio selection