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

Official repository of Semantic Image Matting

Semantic Image Matting This is the official repository of Semantic Image Matting (CVPR2021). Overview Natural image matting separates the foreground f

192 Dec 29, 2022

Code for "Learning Canonical Representations for Scene Graph to Image Generation", Herzig & Bar et al., ECCV2020

Learning Canonical Representations for Scene Graph to Image Generation (ECCV 2020) Roei Herzig*, Amir Bar*, Huijuan Xu, Gal Chechik, Trevor Darrell, A

24 Jul 07, 2022

[ICCV 2021] Relaxed Transformer Decoders for Direct Action Proposal Generation

RTD-Net (ICCV 2021) This repo holds the codes of paper: "Relaxed Transformer Decoders for Direct Action Proposal Generation", accepted in ICCV 2021. N

80 Nov 30, 2022

Space Invaders For Python

Space-Invaders Just download or clone the git repository. To run the Space Invader game you need to have pyhton installed in you system. If you dont h

5 Jul 27, 2022

Repo for CVPR2021 paper "QPIC: Query-Based Pairwise Human-Object Interaction Detection with Image-Wide Contextual Information"

QPIC: Query-Based Pairwise Human-Object Interaction Detection with Image-Wide Contextual Information by Masato Tamura, Hiroki Ohashi, and Tomoaki Yosh

105 Dec 23, 2022

StyleGAN2-ada for practice

This version of the newest PyTorch-based StyleGAN2-ada is intended mostly for fellow artists, who rarely look at scientific metrics, but rather need a working creative tool. Tested on Python 3.7 + Py

170 Nov 16, 2022

git《Beta R-CNN: Looking into Pedestrian Detection from Another Perspective》(NeurIPS 2020) GitHub:[fig3]

Beta R-CNN: Looking into Pedestrian Detection from Another Perspective This is the pytorch implementation of our paper "[Beta R-CNN: Looking into Pede

35 Sep 08, 2021

[SIGMETRICS 2022] One Proxy Device Is Enough for Hardware-Aware Neural Architecture Search

One Proxy Device Is Enough for Hardware-Aware Neural Architecture Search paper | website One Proxy Device Is Enough for Hardware-Aware Neural Architec

10 Dec 16, 2022

The Dual Memory is build from a simple CNN for the deep memory and Linear Regression fro the fast Memory

Simple-DMA a simple Dual Memory Architecture for classifications. based on the paper Dual-Memory Deep Learning Architectures for Lifelong Learning of

1 Jan 27, 2022

Scalable Multi-Agent Reinforcement Learning

Scalable Multi-Agent Reinforcement Learning 1. Featured algorithms: Value Function Factorization with Variable Agent Sub-Teams (VAST) [1] 2. Implement

3 Aug 02, 2022

An excellent hash algorithm combining classical sponge structure and RNN.

SHA-RNN Recurrent Neural Network with Chaotic System for Hash Functions Anonymous Authors [摘要] 在这次作业中我们提出了一种新的 Hash Function —— SHA-RNN。其以海绵结构为基础，融合了混

5 May 15, 2022

Robot Hacking Manual (RHM). From robotics to cybersecurity. Papers, notes and writeups from a journey into robot cybersecurity.

RHM: Robot Hacking Manual Download in PDF RHM v0.4 ┃ Read online The Robot Hacking Manual (RHM) is an introductory series about cybersecurity for robo

233 Dec 30, 2022

An Image compression simulator that uses Source Extractor and Monte Carlo methods to examine the post compressive effects different compression algorithms have.

ImageCompressionSimulation An Image compression simulator that uses Source Extractor and Monte Carlo methods to examine the post compressive effects o

1 Dec 11, 2021

An algorithmic trading bot that learns and adapts to new data and evolving markets using Financial Python Programming and Machine Learning.

ALgorithmic_Trading_with_ML An algorithmic trading bot that learns and adapts to new data and evolving markets using Financial Python Programming and

1 Mar 14, 2022

Distributing reference energies for SMIRNOFF implementations

Warning: This code is currently experimental and under active development. Is it not yet suitable for distribution or use as reference implementation.

1 Dec 07, 2021

UpChecker is a simple opensource project to host it fast on your server and check is server up, view statistic, get messages if it is down. UpChecker - just run file and use project easy

UpChecker UpChecker is a simple opensource project to host it fast on your server and check is server up, view statistic, get messages if it is down.

4 Apr 07, 2022

This repository contains the code for the paper 'PARM: Paragraph Aggregation Retrieval Model for Dense Document-to-Document Retrieval' published at ECIR'22.

Paragraph Aggregation Retrieval Model (PARM) for Dense Document-to-Document Retrieval This repository contains the code for the paper PARM: A Paragrap

33 Aug 26, 2022

Reinforcement Learning for Portfolio Management

Related tags

Overview

qtrader

Why Reinforcement Learning?

Setup

macOS

Documentation

Owner

Angelos Filos

Official repository of Semantic Image Matting

Code for "Learning Canonical Representations for Scene Graph to Image Generation", Herzig & Bar et al., ECCV2020

[ICCV 2021] Relaxed Transformer Decoders for Direct Action Proposal Generation

Space Invaders For Python

Repo for CVPR2021 paper "QPIC: Query-Based Pairwise Human-Object Interaction Detection with Image-Wide Contextual Information"

StyleGAN2-ada for practice

git《Beta R-CNN: Looking into Pedestrian Detection from Another Perspective》(NeurIPS 2020) GitHub:[fig3]

[SIGMETRICS 2022] One Proxy Device Is Enough for Hardware-Aware Neural Architecture Search

The Dual Memory is build from a simple CNN for the deep memory and Linear Regression fro the fast Memory

Scalable Multi-Agent Reinforcement Learning

An excellent hash algorithm combining classical sponge structure and RNN.

Robot Hacking Manual (RHM). From robotics to cybersecurity. Papers, notes and writeups from a journey into robot cybersecurity.

An Image compression simulator that uses Source Extractor and Monte Carlo methods to examine the post compressive effects different compression algorithms have.

An algorithmic trading bot that learns and adapts to new data and evolving markets using Financial Python Programming and Machine Learning.

Distributing reference energies for SMIRNOFF implementations

UpChecker is a simple opensource project to host it fast on your server and check is server up, view statistic, get messages if it is down. UpChecker - just run file and use project easy

This repository contains the code for the paper 'PARM: Paragraph Aggregation Retrieval Model for Dense Document-to-Document Retrieval' published at ECIR'22.

Global Filter Networks for Image Classification

Official code repository for ICCV 2021 paper: Gravity-Aware Monocular 3D Human Object Reconstruction

Thermal Control of Laser Powder Bed Fusion using Deep Reinforcement Learning