Reinforcement Learning for Portfolio Management

Overview

qtrader

Reinforcement Learning for Portfolio Management

Why Reinforcement Learning?

  1. Learns the optimal action, rather than models the market.
  2. Adaptive to temporary changes of the market, due to its online training.
  3. Optimizes the long-term (cumulative) reward, rather than the instantaneous benefit.

Setup

Exclusively Python 3 compatible, because of typings

macOS

  • source scripts/setup.sh

Documentation

Owner
Angelos Filos
Machine Learning at the University of Oxford.
Angelos Filos
All supplementary material used by me while TA-ing CS3244: Machine Learning

CS3244-Tutorial-Material All supplementary material used by me while TA-ing CS3244: Machine Learning at NUS School of Computing. What is this? I teach

Rishabh Anand 18 Sep 23, 2022
Code repository for Semantic Terrain Classification for Off-Road Autonomous Driving

BEVNet Datasets Datasets should be put inside data/. For example, data/semantic_kitti_4class_100x100. Training BEVNet-S Example: cd experiments bash t

(Brian) JoonHo Lee 24 Dec 12, 2022
This repository contains codes of ICCV2021 paper: SO-Pose: Exploiting Self-Occlusion for Direct 6D Pose Estimation

SO-Pose This repository contains codes of ICCV2021 paper: SO-Pose: Exploiting Self-Occlusion for Direct 6D Pose Estimation This paper is basically an

shangbuhuan 52 Nov 25, 2022
Vertex AI: Serverless framework for MLOPs (ESP / ENG)

Vertex AI: Serverless framework for MLOPs (ESP / ENG) Español Qué es esto? Este repo contiene un pipeline end to end diseñado usando el SDK de Kubeflo

Hernán Escudero 2 Apr 28, 2022
FrankMocap: A Strong and Easy-to-use Single View 3D Hand+Body Pose Estimator

FrankMocap pursues an easy-to-use single view 3D motion capture system developed by Facebook AI Research (FAIR). FrankMocap provides state-of-the-art 3D pose estimation outputs for body, hand, and bo

Facebook Research 1.9k Jan 07, 2023
👐OpenHands : Making Sign Language Recognition Accessible (WiP 🚧👷‍♂️🏗)

👐 OpenHands: Sign Language Recognition Library Making Sign Language Recognition Accessible Check the documentation on how to use the library: ReadThe

AI4Bhārat 69 Dec 12, 2022
3D Avatar Lip Syncronization from speech (JALI based face-rigging)

visemenet-inference Inference Demo of "VisemeNet-tensorflow" VisemeNet is an audio-driven animator centric speech animation driving a JALI or standard

Junhwan Jang 17 Dec 20, 2022
RoboDesk A Multi-Task Reinforcement Learning Benchmark

RoboDesk A Multi-Task Reinforcement Learning Benchmark If you find this open source release useful, please reference in your paper: @misc{kannan2021ro

Google Research 66 Oct 07, 2022
O2O-Afford: Annotation-Free Large-Scale Object-Object Affordance Learning (CoRL 2021)

O2O-Afford: Annotation-Free Large-Scale Object-Object Affordance Learning Object-object Interaction Affordance Learning. For a given object-object int

Kaichun Mo 26 Nov 04, 2022
StarGAN - Official PyTorch Implementation (CVPR 2018)

StarGAN - Official PyTorch Implementation ***** New: StarGAN v2 is available at https://github.com/clovaai/stargan-v2 ***** This repository provides t

Yunjey Choi 5.1k Jan 04, 2023
Designing a Minimal Retrieve-and-Read System for Open-Domain Question Answering (NAACL 2021)

Designing a Minimal Retrieve-and-Read System for Open-Domain Question Answering Abstract In open-domain question answering (QA), retrieve-and-read mec

Clova AI Research 34 Apr 13, 2022
CityLearn Challenge Multi-Agent Reinforcement Learning for Intelligent Energy Management, 2020, PikaPika team

Citylearn Challenge This is the PyTorch implementation for PikaPika team, CityLearn Challenge Multi-Agent Reinforcement Learning for Intelligent Energ

bigAIdream projects 10 Oct 10, 2022
A deep learning tabular classification architecture inspired by TabTransformer with integrated gated multilayer perceptron.

The GatedTabTransformer. A deep learning tabular classification architecture inspired by TabTransformer with integrated gated multilayer perceptron. C

Radi Cho 60 Dec 15, 2022
PyTorch implementation of "Continual Learning with Deep Generative Replay", NIPS 2017

pytorch-deep-generative-replay PyTorch implementation of Continual Learning with Deep Generative Replay, NIPS 2017 Results Continual Learning on Permu

Junsoo Ha 127 Dec 14, 2022
i3DMM: Deep Implicit 3D Morphable Model of Human Heads

i3DMM: Deep Implicit 3D Morphable Model of Human Heads CVPR 2021 (Oral) Arxiv | Poject Page This project is the official implementation our work, i3DM

Tarun Yenamandra 60 Jan 03, 2023
Contrastive Learning with Non-Semantic Negatives

Contrastive Learning with Non-Semantic Negatives This repository is the official implementation of Robust Contrastive Learning Using Negative Samples

39 Jul 31, 2022
Memory-Augmented Model Predictive Control

Memory-Augmented Model Predictive Control This repository hosts the source code for the journal article "Composing MPC with LQR and Neural Networks fo

Fangyu Wu 1 Jun 19, 2022
a pytorch implementation of auto-punctuation learned character by character

Learning Auto-Punctuation by Reading Engadget Articles Link to Other of my work 🌟 Deep Learning Notes: A collection of my notes going from basic mult

Ge Yang 137 Nov 09, 2022
MoCoPnet - Deformable 3D Convolution for Video Super-Resolution

MoCoPnet: Exploring Local Motion and Contrast Priors for Infrared Small Target Super-Resolution Pytorch implementation of local motion and contrast pr

Xinyi Ying 28 Dec 15, 2022
RNN Predict Street Commercial Vitality

RNN-for-Predicting-Street-Vitality Code and dataset for Predicting the Vitality of Stores along the Street based on Business Type Sequence via Recurre

Zidong LIU 1 Dec 15, 2021