pbezz1 Goto Github PK

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

olpsr

Functions and algorithms for On-line Portfolio Selection with R

pbezz1.github.io

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).

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.

reinforcement_learning_on_portfolio_selection

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

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)

robust-log-optimal-strategy-with-reinforcement-learning

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

scipi

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

smart-contract

A small project in Solidity and Python

state-frequency-memory-stock-prediction

stockprice

Data and Notebook for the Stock Price Prediction Tutorial

universal-portfolios

Collection of algorithms for online portfolio selection