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

The implementation of the paper "A Deep Feature Aggregation Network for Accurate Indoor Camera Localization".

A Deep Feature Aggregation Network for Accurate Indoor Camera Localization This is the PyTorch implementation of our paper "A Deep Feature Aggregation

9 Dec 09, 2022

Python implementation of Wu et al (2018)'s registration fusion

reg-fusion Projection of a central sulcus probability map using the RF-ANTs approach (right hemisphere shown). This is a Python implementation of Wu e

26 Nov 12, 2021

Milano is a tool for automating hyper-parameters search for your models on a backend of your choice.

Milano (This is a research project, not an official NVIDIA product.) Documentation https://nvidia.github.io/Milano Milano (Machine learning autotuner

147 Dec 17, 2022

Resources related to EMNLP 2021 paper "FAME: Feature-Based Adversarial Meta-Embeddings for Robust Input Representations"

FAME: Feature-based Adversarial Meta-Embeddings This is the companion code for the experiments reported in the paper "FAME: Feature-Based Adversarial

11 Nov 27, 2022

Gym Threat Defense

Gym Threat Defense The Threat Defense environment is an OpenAI Gym implementation of the environment defined as the toy example in Optimal Defense Pol

5 Dec 08, 2022

Benchmark datasets, data loaders, and evaluators for graph machine learning

Overview The Open Graph Benchmark (OGB) is a collection of benchmark datasets, data loaders, and evaluators for graph machine learning. Datasets cover

1.5k Jan 05, 2023

Feature extraction made simple with torchextractor

torchextractor: PyTorch Intermediate Feature Extraction Introduction Too many times some model definitions get remorselessly copy-pasted just because

89 Oct 31, 2022

Safe Model-Based Reinforcement Learning using Robust Control Barrier Functions

README Repository containing the code for the paper "Safe Model-Based Reinforcement Learning using Robust Control Barrier Functions". Specifically, an

13 Nov 24, 2022

CVPRW 2021: How to calibrate your event camera

E2Calib: How to Calibrate Your Event Camera This repository contains code that implements video reconstruction from event data for calibration as desc

104 Nov 16, 2022

Teaching end to end workflow of deep learning

Deep-Education This repository is now available for public use for teaching end to end workflow of deep learning. This implies that learners/researche

2 Sep 26, 2022

A pytorch implementation of Detectron. Both training from scratch and inferring directly from pretrained Detectron weights are available.

Use this instead: https://github.com/facebookresearch/maskrcnn-benchmark A Pytorch Implementation of Detectron Example output of e2e_mask_rcnn-R-101-F

2.8k Dec 29, 2022

Boundary-preserving Mask R-CNN (ECCV 2020)

BMaskR-CNN This code is developed on Detectron2 Boundary-preserving Mask R-CNN ECCV 2020 Tianheng Cheng, Xinggang Wang, Lichao Huang, Wenyu Liu Video

178 Nov 28, 2022

Speech-Emotion-Analyzer - The neural network model is capable of detecting five different male/female emotions from audio speeches. (Deep Learning, NLP, Python)

Speech Emotion Analyzer The idea behind creating this project was to build a machine learning model that could detect emotions from the speech we have

965 Dec 24, 2022

Reinforcement Learning for Portfolio Management

Related tags

Overview

qtrader

Why Reinforcement Learning?

Setup

macOS

Documentation

Owner

Angelos Filos

The implementation of the paper "A Deep Feature Aggregation Network for Accurate Indoor Camera Localization".

Python implementation of Wu et al (2018)'s registration fusion

Milano is a tool for automating hyper-parameters search for your models on a backend of your choice.

Resources related to EMNLP 2021 paper "FAME: Feature-Based Adversarial Meta-Embeddings for Robust Input Representations"

Gym Threat Defense

Benchmark datasets, data loaders, and evaluators for graph machine learning

Feature extraction made simple with torchextractor

Safe Model-Based Reinforcement Learning using Robust Control Barrier Functions

CVPRW 2021: How to calibrate your event camera

Teaching end to end workflow of deep learning

A pytorch implementation of Detectron. Both training from scratch and inferring directly from pretrained Detectron weights are available.

Boundary-preserving Mask R-CNN (ECCV 2020)

Speech-Emotion-Analyzer - The neural network model is capable of detecting five different male/female emotions from audio speeches. (Deep Learning, NLP, Python)

Transfer Learning Remote Sensing

Code for Blind Image Decomposition (BID) and Blind Image Decomposition network (BIDeN).

Optimizers-visualized - Visualization of different optimizers on local minimas and saddle points.

Code to generate datasets used in "How Useful is Self-Supervised Pretraining for Visual Tasks?"

Doubly Robust Off-Policy Evaluation for Ranking Policies under the Cascade Behavior Model

Code of paper "Compositionally Generalizable 3D Structure Prediction"

Anchor Retouching via Model Interaction for Robust Object Detection in Aerial Images