goldenwalden Goto Github PK

financial-machine-learning

A curated list of practical financial machine learning (FinML) tools and applications in Python.

formal-encoding

Formal encoding of IMO problems

gam_rhn

Experiments in Recurrent Highway Networks with Grouped Auxiliary Memory paper

go-yahoo-financials

easy way to pull financials from Yahoo, written in Go

gre

gym-continuousdoubleauction

A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray (RLLib) is used for training.

high-frequency-trading-model-with-ib

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

homework

Assignments for CS294-112.

homework_fall2019

large-scale-numerical-optimization

maddpg-pytorch

PyTorch Implementation of MADDPG (Lowe et. al. 2017)

mdp-dp-rl

Markov Decision Processes, Dynamic Programming and Reinforcement Learning

mi-lstm

mlfinlab

Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning

mnist-classification-with-neuralnet

MNIST Handwritten Digits Classification using 3 Layer Neural Net 98.7% Accuracy

momentum-trading-example

An example algorithm for a momentum-based day trading strategy.

multi-agent-rl-for-liquidation

Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis

multiagent-particle-envs

Code for a multi-agent particle environment used in the paper "Multi-Agent Actor-Critic for Mixed Cooperative-Competitive Environments"

my-thesis

mythesis

offline-rl

old-rl

online_bootcamp_project

Online Bootcamp Student Project Presentation

optopsy

A nimble options backtesting library for Python

paper-implementation-dstp-rnn-for-stock-prediction-based-on-da-rnn

基於DA-RNN之DSTP-RNN論文試做(Ver1.0)

pgmpy_notebook

Short Tutorial to Probabilistic Graphical Models(PGM) and pgmpy

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).

planet

Learning Latent Dynamics for Planning from Pixels

pythonexcel

Excel and Python working together

reinforcement-learning

Codes written while learning Reinforcement Learning