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GitHub / meghendra6 / rl-portfolio-management
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)
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/meghendra6%2Frl-portfolio-management
Fork of wassname/rl-portfolio-management
Stars: 0
Forks: 0
Open Issues: 0
License: None
Language: Jupyter Notebook
Repo Size: 36 MB
Dependencies:
182
Created: over 6 years ago
Updated: 10 months ago
Last pushed: over 6 years ago
Last synced: 10 months ago
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Dependencies
- BitcoinExchangeFH ==0.2.3
- Cython ==0.26.1
- Jinja2 ==2.9.6
- Keras ==2.0.5
- Markdown ==2.6.9
- MarkupSafe ==1.0
- Pillow ==4.3.0
- PyMySQL ==0.7.11
- PyOpenGL ==3.1.0
- PyWavelets ==0.5.2
- PyYAML ==3.12
- Pygments ==2.2.0
- Shapely ==1.6.0
- Theano ==0.9.0
- Werkzeug ==0.12.2
- affine ==2.1.0
- apipkg ==1.4
- arrow ==0.10.0
- atari-py ==0.1.1
- autopep8 ==1.3.2
- azure ==1.0.3
- azure-common ==1.1.8
- azure-mgmt ==0.20.2
- azure-mgmt-common ==0.20.0
- azure-mgmt-compute ==0.20.1
- azure-mgmt-network ==0.20.1
- azure-mgmt-nspkg ==2.0.0
- azure-mgmt-resource ==0.20.1
- azure-mgmt-storage ==0.20.0
- azure-nspkg ==2.0.0
- azure-servicebus ==0.20.1
- azure-servicemanagement-legacy ==0.20.2
- azure-storage ==0.20.3
- backoff ==1.4.3
- backports.weakref ==1.0rc1
- bcolz ==1.1.2
- beautifulsoup4 ==4.6.0
- bench ==2.8
- bleach ==1.5.0
- boto3 ==1.4.6
- botocore ==1.6.3
- bs4 ==0.0.1
- certifi ==2017.7.27.1
- chardet ==3.0.4
- click ==6.7
- click-plugins ==1.0.3
- cligj ==0.4.0
- cntk ==2.2
- coverage ==4.4.1
- cvxopt ==1.1.9
- cycler ==0.10.0
- decorator ==4.1.2
- dill ==0.2.7.1
- docutils ==0.14
- entrypoints ==0.2.3
- execnet ==1.4.1
- flake8 ==3.4.1
- future ==0.16.0
- gym ==0.9.3
- h5py ==2.7.0
- html5lib ==0.9999999
- idna ==2.6
- imageio ==2.2.0
- ipykernel ==4.6.1
- ipython ==6.1.0
- ipython-genutils ==0.2.0
- ipywidgets ==6.0.0
- jedi ==0.10.2
- jmespath ==0.9.3
- joblib ==0.11
- jsonschema ==2.6.0
- jupyter ==1.0.0
- jupyter-client ==5.1.0
- jupyter-console ==5.1.0
- jupyter-contrib-core ==0.3.1
- jupyter-contrib-nbextensions ==0.2.8
- jupyter-core ==4.3.0
- jupyter-highlight-selected-word ==0.0.11
- jupyter-latex-envs ==1.3.8.4
- jupyter-nbextensions-configurator ==0.2.5
- keras-contrib ==1.2.1
- keras-rl ==0.3.1
- keras-tqdm ==2.0.1
- matplotlib ==2.0.2
- mccabe ==0.6.1
- mistune ==0.7.4
- mock ==2.0.0
- mpi4py ==2.0.0
- mujoco-py ==0.5.7
- nbconvert ==5.2.1
- nbformat ==4.3.0
- networkx ==1.11
- notebook ==5.0.0
- numexpr ==2.6.2
- numpy ==1.13.3
- olefile ==0.44
- opencv-python ==3.3.0.10
- pandas ==0.20.3
- pandas-datareader ==0.5.0
- pandas-profiling ==1.4.0
- pandocfilters ==1.4.1
- path.py ==10.3.1
- patsy ==0.4.1
- pbr ==3.1.1
- pep8 ==1.7.0
- pexpect ==4.2.1
- pickleshare ==0.7.4
- pluggy ==0.5.2
- pprint ==0.1
- progressbar2 ==3.34.3
- prompt-toolkit ==1.0.15
- protobuf ==3.4.0
- psutil ==5.2.2
- ptyprocess ==0.5.2
- py ==1.4.34
- pycodestyle ==2.3.1
- pyflakes ==1.5.0
- pyglet ==1.2.4
- pyparsing ==2.2.0
- pyproj ==1.9.5.1
- pytest ==3.2.3
- pytest-cache ==1.0
- pytest-cov ==2.5.1
- pytest-forked ==0.2
- pytest-pep8 ==1.0.6
- pytest-xdist ==1.20.0
- python-coveralls ==2.9.1
- python-dateutil ==2.6.1
- python-utils ==2.2.0
- pytz ==2017.2
- pyzmq ==16.0.2
- qPython ==1.2.2
- qtconsole ==4.3.0
- rasterio ==0.36.0
- requests ==2.18.4
- requests-file ==1.4.2
- requests-ftp ==0.3.1
- s3transfer ==0.1.10
- scikit-image ==0.13.0
- scikit-learn ==0.18.2
- scipy ==0.19.1
- seaborn ==0.8
- simplegeneric ==0.8.1
- six ==1.11.0
- sklearn ==0.0
- snuggs ==1.4.1
- statsmodels ==0.8.0
- tables ==3.4.2
- tensorboard-logger ==0.0.4
- tensorflow ==1.3.0
- tensorflow-gpu ==1.3.0
- tensorflow-tensorboard ==0.1.8
- terminado ==0.6
- testpath ==0.3.1
- timer ==0.1
- torch ==0.2.0.post3
- torchvision ==0.1.8
- tornado ==4.5.1
- tox ==2.9.1
- tqdm ==4.19.2
- traitlets ==4.3.2
- universal-portfolios ==0.3.2
- urllib3 ==1.22
- virtualenv ==15.1.0
- visdom ==0.1.5
- wcwidth ==0.1.7
- webencodings ==0.5.1
- websocket-client ==0.44.0
- widgetsnbextension ==2.0.0
- yapf ==0.16.3
- zmq ==0.0.0
- pytest ==3.0.7 test
- gym ==0.9.3
- h5py ==2.7.0
- matplotlib ==2.0.2
- numpy ==1.13.3
- pandas ==0.20.3
- seaborn ==0.8
- statsmodels ==0.8.0
- tables ==3.4.2
- tensorflow-gpu ==1.3.0
- tqdm ==4.19.2