GithubHelp home page GithubHelp logo

benw's Projects

deep-reinforcement-learning-for-automated-stock-trading-strategy icon deep-reinforcement-learning-for-automated-stock-trading-strategy

Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and dynamic stock market. In this paper, we propose a deep ensemble reinforcement learning scheme that automatically learns a stock trading strategy by maximizing investment return. We train a deep reinforcement learning agent and obtain an ensemble trading strategy using the three actor-critic based algorithms: Proximal Policy Optimization (PPO), Advantage Actor Critic (A2C), and Deep Deterministic Policy Gradient (DDPG). The ensemble strategy inherits and integrates the best features of the three algorithms, thereby robustly adjusting to different market conditions. In order to avoid the large memory consumption in training networks with continuous action space, we employ a load-on-demand approach for processing very large data. We test our algorithms on the 30 Dow Jones stocks which have adequate liquidity. The performance of the trading agent with different reinforcement learning algorithms is evaluated and compared with both the Dow Jones Industrial Average index and the traditional min-variance portfolio allocation strategy. The proposed deep ensemble scheme is shown to outperform the three individual algorithms and the two baselines in terms of the risk-adjusted return measured by the Sharpe ratio.

deep-reinforcement-stock-trading icon deep-reinforcement-stock-trading

A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep reinforcement learning algorithms to stock trading in a highly modular and scalable framework.

deep-rl-project---maximize-total-profits-earned-by-cab-driver icon deep-rl-project---maximize-total-profits-earned-by-cab-driver

The goal of this project is to build an RL-based algorithm that can help cab drivers maximize their profits by improving their decision-making process on the field. Taking long-term profit as the goal, a method is proposed based on reinforcement learning to optimize taxi driving strategies for profit maximization. This optimization problem is formulated as a Markov Decision Process i.e. MDP.

deepai icon deepai

Detection of Accounting Anomalies using Deep Autoencoder Neural Networks - A lab we prepared for NVIDIA's GPU Technology Conference 2018 that will walk you through the detection of accounting anomalies using deep autoencoder neural networks. The majority of the lab content is based on Jupyter Notebook, Python and PyTorch.

deeperspeed icon deeperspeed

DeepSpeed is a deep learning optimization library that makes distributed training easy, efficient, and effective.

deeplob-deep-convolutional-neural-networks-for-limit-order-books icon deeplob-deep-convolutional-neural-networks-for-limit-order-books

This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.

deepmind-research icon deepmind-research

This repository contains implementations and illustrative code to accompany DeepMind publications

deepswarm icon deepswarm

Neural Architecture Search Powered by Swarm Intelligence 🐜

deepwordbug icon deepwordbug

CodeBase for Paper: "Black-box Generation of Adversarial Text Sequences to Evade Deep Learning Classifiers", / Interactive Demo @

deepwto icon deepwto

Prepares a public dataset that pairs citable WTO legal articles with a textual description of government measure

degiro-portfolio-manager icon degiro-portfolio-manager

Simple web tool to crunches Degiro account statement reports into per position PL, commissions, and taxes information

deliveryguy icon deliveryguy

Wojak quits his job at McDonalds and becomes a Takeaway driver.

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.