DQN

Portfolio Optimizer

Reinforcement learning-based algorithm for optimizing stock trading and portfolio management

Reinforcement Learning for finance

GitHub

181 stars
14 watching
61 forks
Language: Python
last commit: over 7 years ago
Linked from 1 awesome list


Backlinks from these awesome lists:

Related projects:

Repository Description Stars
deependersingla/deep_portfolio An algorithm that optimizes portfolio allocation using Reinforcement Learning and Supervised learning. 168
jankrepl/deepdow A framework that enables portfolio optimization using deep learning. 920
zhengyaojiang/pgportfolio A software toolkit implementing a novel reinforcement learning framework for portfolio management with policy optimization and financial-model-based algorithms. 1,751
kh-kim/stock_market_reinforcement_learning Provides a general environment for stock market trading simulation using OpenAI Gym and reinforcement learning algorithms 791
albert-z-guo/deep-reinforcement-stock-trading An open-source framework for training deep reinforcement learning models to optimize stock portfolio management 597
yannickkae/statistical-learning-based-portfolio-optimization An R Shiny application implementing a portfolio optimization method 13
matlab-deep-learning/reinforcement_learning_financial_trading This project demonstrates a reinforcement learning approach to developing a financial trading model in MATLAB. 154
deltaray-io/kelly-criterion Calculates optimal capital allocation for a portfolio based on historical stock prices and a risk management strategy. 92
jmrichardson/tuneta Automates optimization of technical indicators for machine learning models in finance 413
cbfinn/gps An implementation of guided policy search and LQG-based trajectory optimization for reinforcement learning 598
dppalomar/sparseindextracking A package for computing sparse portfolios of assets to track an index. 50
lequant40/portfolio_allocation_js A JavaScript library used to optimize financial portfolios through mathematical optimization algorithms 176
shenyichen105/deep-reinforcement-learning-in-stock-trading An implementation of a deep reinforcement learning algorithm to learn optimal strategies in pair trading by analyzing stock market data. 309
fortitudo-tech/fortitudo.tech An open-source Python package implementing advanced portfolio optimization techniques 216
hubfire/muti-branch-ddpg-carla An implementation of a reinforcement learning algorithm using multi-branch architecture and Deep Deterministic Policy Gradients (DDPG) to control autonomous vehicles in simulation environments. 79