Jiahao Li's Projects
Yong Zhang, Jiahao Li, Xingyu Yang, and Jianliang Zhang. "Competitive online strategy based on improved exponential gradient expert and aggregating method" Computational Economics, 2023.
OpenAI Baselines: high-quality implementations of reinforcement learning algorithms
Yong Zhang, Jiahao Li, Xingyu Yang, and Hong Lin. "Aggregating exponential gradient expert advice for online portfolio selection under transaction costs" Journal of the Operational Research Society, , 2023, 74(8): 1940-1953.
PyTorch implementations of deep reinforcement learning algorithms and environments
This repository contains implementations and illustrative code to accompany DeepMind publications
A Toolbox for deep reinforcement learning(QLearning)
A curated list of practical financial machine learning tools and applications.
广东工业大学 PPT 模板 \\ A GDUT LaTeX beamer template based on PKU beamer template
广东工业大学 LaTeX 论文模板
Config files for my GitHub profile.
Yong Zhang, Jiahao Li, Xingyu Yang, and Xiaohui Wang. "Lease or financial lease? Deterministic strategies for on-line financial lease problem with the second-hand transaction" Journal of Combinatorial Optimization, 2022, 44(2): 1248-1264.
Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency data" Information Processing & Management, 2023, 60(3): 103247.
AI4Science: Python/Matlab implementation of online and window dynamic mode decomposition (Online DMD and Window DMD)
Matlab implementation of online and window dynamic mode decomposition algorithms
Online Portfolio Selection toolbox
Implementation of Perceiver, General Perception with Iterative Attention in TensorFlow
Implementation of Perceiver, General Perception with Iterative Attention, in Pytorch
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).
Zhao-Rong Lai, Dao-Qing Dai, Chuan-Xian Ren, and Ke-Kun Huang. “A peak price tracking based learning system for portfolio selection”, IEEE Transactions on Neural Networks and Learning Systems, 2017. Accepted.
An implementation of DDPG using PyTorch for algorithmic trading on Chinese SH50 stock market.
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.
Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.
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)
An environment to high-frequency trading agents under reinforcement learning
A cryptocurrency trading environment using deep reinforcement learning and OpenAI's gym
Shallow Learning for Flow Reconstruction with Limited Sensors and Limited Data
使用python进行股票分析和选股