https://github.com/legalaspro/finance_rl_experiment

Finance RL Optimal Liquidation Experiment
https://github.com/legalaspro/finance_rl_experiment

Last synced: 3 months ago
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Finance RL Optimal Liquidation Experiment

• Host: GitHub
• URL: https://github.com/legalaspro/finance_rl_experiment
• Owner: legalaspro
• Created: 2025-02-03T10:47:01.000Z (4 months ago)
• Default Branch: main
• Last Pushed: 2025-02-03T11:01:41.000Z (4 months ago)
• Last Synced: 2025-02-03T11:38:58.599Z (4 months ago)
• Language: Jupyter Notebook
• Size: 0 Bytes
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Finance RL Experiments

Here, we are learning simple finance formulas using Chriss Almgren's methods and reinforcement learning (RL) experiments.

We have written DDPG and TD3 agents, reward functions, and a few tests.

## Libraries Used

- PyTorch

- NumPy

- Matplotlib

- Pandas