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advances-in-financial-ml-notes

algorithmic-trading-python

The repository for freeCodeCamp's YouTube course, Algorithmic Trading in Python

cleanrl

High-quality single file implementation of Deep Reinforcement Learning algorithms with research-friendly features (PPO, DQN, C51, DDPG, TD3, SAC, PPG)

contra-ppo-pytorch

Proximal Policy Optimization (PPO) algorithm for Contra

deeptrader

drl-code-pytorch

Concise pytorch implements of DRL algorithms, including REINFORCE, A2C, DQN, PPO(discrete and continuous), DDPG, TD3, SAC.

eiten

Statistical and Algorithmic Investing Strategies for Everyone

finrl_crypto

An open-source framework for reduction of overfitting of DRL agents in Finance

generative-ai

Sample code and notebooks for Generative AI on Google Cloud

investiny

🤏🏻 `investpy` but made tiny

kernel_regression

Implementation of Nadaraya-Watson kernel regression with automatic bandwidth selection compatible with sklearn.

kor

LLM(😽)

meta-labeling

Code base for the meta-labeling papers published with the Journal of Financial Data Science

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).

prediction-project

Code base for the AMA-K project. Which is an online portfolio selection algorithm that aims to search for optimal portfolios at each time step via the usage of market history and pattern matching techniques.

pymoo

NSGA2, NSGA3, R-NSGA3, MOEAD, Genetic Algorithms (GA), Differential Evolution (DE), CMAES, PSO

pypbo

Probability of Backtest Overfitting in Python

recbole

A unified, comprehensive and efficient recommendation library

regimedetection

rl-portfolio-management

Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/1706.10059 (and an openai gym environment)

sl-quant

Companion code for the "Self Learning Quant" blog post

tianshou

An elegant PyTorch deep reinforcement learning library.

time-series-forecasting-and-deep-learning

Resources about time series forecasting and deep learning.

tuneta

Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models

word2vecvn

Pre-trained Word2Vec models for Vietnamese