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Name: Patrick Bezzina
Type: User
Bio: Technologist by profession with an obsession on generative time series models and quantitative finance
Location: Malta
Name: Patrick Bezzina
Type: User
Bio: Technologist by profession with an obsession on generative time series models and quantitative finance
Location: Malta
Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019
https://arxiv.org/abs/1805.01104
This repository presents our work during a project realized in the context of the IEOR 8100 RL Class at Columbia University.
Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)
A student-sourced Machine Learning handbook
Experimental project about mean-variance optimization
Reinforcement learning and classical portfolio management
A Python implementation of algorithms for OLPS
Functions and algorithms for On-line Portfolio Selection with R
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).
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.
A Reinforcement learning model which applies deterministic policy gradient algorithms to maximize return on portfolio management task
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)
We propose a new Portfolio Management strategy combining Log-Optimal based Strategy and Reinforcement-Learning based Strategy.
Scientific Publication Analytics Prototype: Analyzing and discovering interesting collaborations among scientists and researchers
A small project in Solidity and Python
Data and Notebook for the Stock Price Prediction Tutorial
Collection of algorithms for online portfolio selection
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.