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).
AI summary
Portfolio optimizer
A software toolkit implementing a novel reinforcement learning framework for portfolio management with policy optimization and financial-model-based algorithms.
- stars
- 1.8K
- forks
- 754
- watching
- 132
- awesome lists
- 2
Similar projects
Found by comparing what the projects do, not just their names.
skfolio/skfolio1.3K
Portfolio optimizer
A Python library for building and optimizing portfolios using machine learning algorithms
Portfolio optimizer
An algorithm that optimizes portfolio allocation using Reinforcement Learning and Supervised learning.
Portfolio optimizer
A framework that enables portfolio optimization using deep learning.
Portfolio Optimizer
Reinforcement learning-based algorithm for optimizing stock trading and portfolio management
Hyperparameter optimizer
A reinforcement learning-based framework for optimizing hyperparameters in distributed machine learning environments.
Portfolio optimizer
A tool for designing and optimizing risk parity portfolios using optimization techniques
cbfinn/gps599
Policy optimizer
An implementation of guided policy search and LQG-based trajectory optimization for reinforcement learning
Portfolio optimizer
An open-source Python package implementing advanced portfolio optimization techniques
Federated learner optimizer
A tool for training federated learning models with adaptive gradient balancing to handle class imbalance in multi-client scenarios.
Optimization algorithm
An optimizer that automatically tunes momentum and learning rate using local quadratic approximation.
Portfolio optimizer
A tool for designing and optimizing risk parity portfolios using optimization algorithms.
Portfolio optimizer
A package for computing sparse portfolios of assets to track an index.
Portfolio optimizer
A JavaScript library used to optimize financial portfolios through mathematical optimization algorithms
Portfolio analyzer
A PostScript-based software suite for analyzing and optimizing investment portfolios using various optimization techniques and robust covariance matrix estimators.
Portfolio optimizer
An R Shiny application implementing a portfolio optimization method
Featured in 2 awesome lists
Each link jumps to the spot where the list mentions PGPortfolio.
