Projects in Awesome Lists tagged with entropy-regularization
A curated list of projects in awesome lists tagged with entropy-regularization .
https://github.com/yasin-is-9-year-old/continuous_time_rl_for_alm
🤖 Leverage continuous-time reinforcement learning to optimize asset-liability management and enhance financial decision-making.
algorithmic-trading asset-liability-management continuous-time deep-reinforcement-learning entropy-regularization gymnasium numerical-methods optimal-control policy-gradient portfolio-optimization python pytorch quantitative-finance reinforcement-learning risk-management soft-actor-critic stochastic-control stochastic-differential-equations
Last synced: 04 May 2026
https://github.com/chirindaopensource/continuous_time_rl_for_alm
End-to-end Python implementation of Huang's (2025) continuous-time RL methodology for asset-liability management. Features model-free soft actor-critic with adaptive exploration, entropy regularization, and Euler-Maruyama SDE simulation. Includes 7 baselines (SAC/PPO/DDPG/CPPI/ACS/MBP), parallelized execution, and Wilcoxon statistical validation.
actor-critic algorithmic-trading asset-liability-management continuous-time deep-reinforcement-learning entropy-regularization financial-engineering gymnasium numerical-methods optimal-control policy-gradient portfolio-optimization python pytorch quantitative-finance reinforcement-learning risk-management soft-actor-critic stochastic-control stochastic-differential-equations
Last synced: 08 May 2026
