| AI4Finance-Foundation/FinRL |
8,663 |
|
0 |
0 |
about 2 years ago |
8 |
January 08, 2022 |
200 |
mit |
Jupyter Notebook |
| FinRL: Financial Reinforcement Learning. 🔥 |
| AI4Finance-Foundation/FinRL-Meta |
1,049 |
|
0 |
0 |
about 2 years ago |
3 |
November 17, 2021 |
69 |
mit |
Python |
| FinRL-Meta: Dynamic datasets and market environments for FinRL. |
| cbailes/awesome-deep-trading |
799 |
|
0 |
0 |
over 4 years ago |
0 |
|
1 |
mit |
|
| List of awesome resources for machine learning-based algorithmic trading |
| wassname/rl-portfolio-management |
417 |
|
0 |
0 |
about 6 years ago |
0 |
|
10 |
|
Jupyter Notebook |
| 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) |
| chancefocus/trials |
49 |
|
0 |
0 |
over 2 years ago |
0 |
|
1 |
mit |
Python |
| Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarchical reinforcement learning. It includes the code for the proposed method and experimental results on real-world stock data to demonstrate its effectiveness. |
| coorung/Finance-World |
16 |
|
0 |
0 |
about 6 years ago |
0 |
|
0 |
mit |
Jupyter Notebook |
| Optimization techniques on the financial area for the hedging, investment starategies, and risk measures |
| matinaghaei/Portfolio-Management-ActorCriticRL |
9 |
|
0 |
0 |
about 4 years ago |
0 |
|
0 |
mit |
Python |
| Portfolio management using Actor-Critic Deep Reinforcement Learning algorithms including A2C, DDPG, and PPO |
