Reinforcement Learning for Portfolio Management

Last update: Jan 01, 2023

Overview

qtrader

Reinforcement Learning for Portfolio Management

Why Reinforcement Learning?

Learns the optimal action, rather than models the market.
Adaptive to temporary changes of the market, due to its online training.
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

Interim Report: Introduction to qtrader
Papers Review: Motivation, pros & cons of existing methods
Resources: List of relevant resources
Final Report: Master's Thesis
Presentation: 15 minutes project presentation

Owner

Angelos Filos

Machine Learning at the University of Oxford.

GitHub Repository

The ICS Chat System project for NYU Shanghai Fall 2021

ICS_Chat_System [Catenger] This is the ICS Chat System project for NYU Shanghai Fall 2021 Creators: Shavarsh Melikyan, Skyler Chen and Arghya Sarkar,

1 Dec 20, 2021

Code to use Augmented Shapiro Wilks Stopping, as well as code for the paper "Statistically Signifigant Stopping of Neural Network Training"

This codebase is being actively maintained, please create and issue if you have issues using it Basics All data files are included under losses and ea

32 Nov 09, 2021

Official Pytorch implementation of 'GOCor: Bringing Globally Optimized Correspondence Volumes into Your Neural Network' (NeurIPS 2020)

Official implementation of GOCor This is the official implementation of our paper : GOCor: Bringing Globally Optimized Correspondence Volumes into You

71 Nov 18, 2022

Implementation for the paper 'YOLO-ReT: Towards High Accuracy Real-time Object Detection on Edge GPUs'

YOLO-ReT This is the original implementation of the paper: YOLO-ReT: Towards High Accuracy Real-time Object Detection on Edge GPUs. Prakhar Ganesh, Ya

69 Oct 19, 2022

StackGAN: Text to Photo-realistic Image Synthesis with Stacked Generative Adversarial Networks

StackGAN Pytorch implementation Inception score evaluation StackGAN-v2-pytorch Tensorflow implementation for reproducing main results in the paper Sta

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Base pretrained models and datasets in pytorch (MNIST, SVHN, CIFAR10, CIFAR100, STL10, AlexNet, VGG16, VGG19, ResNet, Inception, SqueezeNet)

This is a playground for pytorch beginners, which contains predefined models on popular dataset. Currently we support mnist, svhn cifar10, cifar100 st

2.4k Dec 28, 2022

4th place solution for the SIGIR 2021 challenge.

SIGIR-2021 (Tinkoff.AI) How to start Download train and test data: https://sigir-ecom.github.io/data-task.html Place it under sigir-2021/data/. Run py

4 Jul 01, 2022

This is an official implementation for "Exploiting Temporal Contexts with Strided Transformer for 3D Human Pose Estimation".

Exploiting Temporal Contexts with Strided Transformer for 3D Human Pose Estimation This repo is the official implementation of Exploiting Temporal Con

241 Jan 07, 2023

A pure PyTorch batched computation implementation of "CIF: Continuous Integrate-and-Fire for End-to-End Speech Recognition"

14 Dec 02, 2022

Reinforcement Learning for Portfolio Management

Related tags

Overview

qtrader

Why Reinforcement Learning?

Setup

macOS

Documentation

Owner

Angelos Filos

The ICS Chat System project for NYU Shanghai Fall 2021

Code to use Augmented Shapiro Wilks Stopping, as well as code for the paper "Statistically Signifigant Stopping of Neural Network Training"

Official Pytorch implementation of 'GOCor: Bringing Globally Optimized Correspondence Volumes into Your Neural Network' (NeurIPS 2020)

Implementation for the paper 'YOLO-ReT: Towards High Accuracy Real-time Object Detection on Edge GPUs'

StackGAN: Text to Photo-realistic Image Synthesis with Stacked Generative Adversarial Networks

Base pretrained models and datasets in pytorch (MNIST, SVHN, CIFAR10, CIFAR100, STL10, AlexNet, VGG16, VGG19, ResNet, Inception, SqueezeNet)

4th place solution for the SIGIR 2021 challenge.

This is an official implementation for "Exploiting Temporal Contexts with Strided Transformer for 3D Human Pose Estimation".

Official implementation of the paper "Topographic VAEs learn Equivariant Capsules"

A geometric deep learning pipeline for predicting protein interface contacts.

Cascading Feature Extraction for Fast Point Cloud Registration (BMVC 2021)

Supervised 3D Pre-training on Large-scale 2D Natural Image Datasets for 3D Medical Image Analysis

GANimation: Anatomically-aware Facial Animation from a Single Image (ECCV'18 Oral) [PyTorch]

Code for the ACL2021 paper "Lexicon Enhanced Chinese Sequence Labelling Using BERT Adapter"

DeepSTD: Mining Spatio-temporal Disturbances of Multiple Context Factors for Citywide Traffic Flow Prediction

Implementation of the HMAX model of vision in PyTorch

Gym Threat Defense

PyTorch implementations of the paper: "Learning Independent Instance Maps for Crowd Localization"

[CVPR 2021] NormalFusion: Real-Time Acquisition of Surface Normals for High-Resolution RGB-D Scanning

A pure PyTorch batched computation implementation of "CIF: Continuous Integrate-and-Fire for End-to-End Speech Recognition"