2 papers
cs.LG2021
WAX-ML: A Python library for machine learning and feedback loops on streaming data
Emmanuel Sérié
Wax is what you put on a surfboard to avoid slipping. It is an essential tool to go surfing... We introduce WAX-ML a research-oriented Python library providing tools to design powe…
q-fin.MF2020
Deep Deterministic Portfolio Optimization
Ayman Chaouki, Stephen Hardiman, Christian Schmidt +2
Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually…