AI4Finance

Repositories

• ElegantRL

  Lightweight, efficient and stable implementations of deep reinforcement learning algorithms using PyTorch.

  lightweight reinforcement-learning gae deep-reinforcement-learning efficient pytorch stable
  Python 94 400 0 0 Updated Mar 1, 2021

• Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020

  Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy. ICAIF 2020. Please star.

  deep-reinforcement-learning openai-gym sharpe-ratio ddpg stock-trading ppo a2c-algorithm
  Jupyter Notebook MIT 214 485 20 4 Updated Mar 1, 2021

• FinRL-Library

  A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020. Please star. 🔥

  finance deep-reinforcement-learning openai-gym fintech stock-trading multi-agent-learning stock-markets
  Jupyter Notebook MIT 353 1,503 23 4 Updated Mar 1, 2021

• Elegant-FinRL

  Elegant FinRL: lightweight, efficient and stable FinRL

  machine-learning-algorithms deep-reinforcement-learning openai-gym pytorch quant quantitative-finance algorithmic-trading
  Python Apache-2.0 0 2 0 0 Updated Feb 17, 2021

• NeoFinRL

  A collection of universal environments for DRL in quant finance. Alternatively, it is FinRL-Gym.
  MIT 0 9 0 0 Updated Feb 16, 2021

• Popular-RL-Algorithms
  Jupyter Notebook Apache-2.0 0 2 0 0 Updated Feb 10, 2021

• Quantifying-ESG-Alpha-using-Scholar-Big-Data-ICAIF-2020

  Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.

  machine-learning lstm-neural-networks esg
  Jupyter Notebook 5 20 0 0 Updated Jan 12, 2021

• Quantum-Tensor-Networks-for-Variational-Reinforcement-Learning-NeurIPS-2020

  Quantum Tensor Networks for Variational Reinforcement Learning. NeurIPS 2020.

  reinforcement-learning quantum-machine-learning
  Jupyter Notebook 0 2 0 0 Updated Jan 4, 2021

• Optimistic-Bull-Pessimistic-Bear-DRL-Stock-Portfolio-Allocation-ICML-2019
  0 0 0 0 Updated Dec 31, 2020

• Scholar-Data-Driven-Alpha-in-AI-Industry-IEEE-BigData-2019

  Practical Machine Learning Approach to Capture the Scholar Data Driven Alpha in AI Industry. IEEE BigData 2019.

  machine-learning random-forest stock-market lstm-neural-networks alternative-data
  Jupyter Notebook 2 3 0 0 Updated Dec 26, 2020

• Machine-Learning-for-Stock-Recommendation-IEEE-2018

  A Practical Machine Learning Approach for Dynamic Stock Recommendation. IEEE TrustCom 2018.

  machine-learning stock-trading fundamental-analysis stock-recommendation
  Jupyter Notebook 6 17 0 0 Updated Dec 26, 2020

• DQN-DDPG_Stock_Trading

  Using DQN/DDPG for stock trading. Xiong, Z., Liu, X.Y., Zhong, S., Yang, H. and Walid, A., 2018. Practical deep reinforcement learning approach for stock trading, NeurIPS 2018 AI in Finance Workshop.
  Python MIT 46 127 3 0 Updated Nov 26, 2020

• Liquidation-Analysis-using-Multi-Agent-Reinforcement-Learning-ICML-2019

  Multi-agent Reinforcement Learning for Liquidation Strategy Analysis. ICML 2019 AI in Finance.

  reinforcement-learning stock-market liquidation
  Jupyter Notebook 4 9 0 0 Updated Aug 26, 2020

• Risk-Management-using-Deep-Learning-for-Midterm-Stock-Prediction-KDD-2019

  Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction. KDD 2019.

  deep-learning stock-prediction risk-management
  Jupyter Notebook 1 4 0 0 Updated Aug 26, 2020

• Financial-News-for-Stock-Prediction-using-DP-LSTM-NIPS-2019

  Differential Privacy-inspired LSTM for Stock Prediction Using Financial News. NeurIPS Robust AI in Financial Services 2019.

  nlp-machine-learning lstm-neural-networks financial-news
  Python 5 8 0 0 Updated Aug 25, 2020

• Deep-Reinforcement-Learning-for-Stock-Trading-DDPG-Algorithm-NIPS-2018

  Practical Deep Reinforcement Learning Approach for Stock Trading. NeurIPS 2018 AI in Finance.

  deep-reinforcement-learning openai stock-trading
  Python MIT 2 7 0 0 Updated Jul 26, 2020