Highlights
- Pro
Pinned Loading
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distributional_ddpg
distributional_ddpg PublicRisk-sensitive portfolio optimization with DRL. Contains improvements to the paper by Wang, M., & Ku, H. (2022), Risk-sensitive policies for portfolio management.
Python 1
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il-vs-optimal-control
il-vs-optimal-control PublicComparison of imitation learning algorithms to optimal control solutions of asset price models.
Python 1
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stl-parser
stl-parser PublicConvert between ASCII and binary STL files, calculate volume, surface area and estimated price for 3D printing.
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assembler-interpreter
assembler-interpreter PublicAn interpreter for a made-up Assembly language.
C
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sc-vs-rl
sc-vs-rl PublicComparison of stochastic control and reinforcement learning for portfolio optimization.
Python
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