Portfolio-Management-list
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Draichi
Draichi
:notebook: List of portfolio management resources, using Reinforcement Learning.
Portfolio Management Research
A list of important resources in my research on the portfolio management problem.
Books
Background
- [x] Vector Calculus, Susan Jane Colley
- [x] Introduction to Probability, Bertsekas & Tsitsiklis
- [x] Hands on Machine Learning with Scikit Learn and Tensorflow, Aurelien Geron
- [ ] Fluent Python, Luciano Ramalho
- [ ] Refactoring, Martin Fowler
- [ ] Clean Code: A Handbook of Agile Software Craftsmanship, Robert C. Martin
- [x] Deep Learning, Ian Goodfellow and Yoshua Bengio and Aaron Courville
Reinforcement Learning
- [x] Reinforcement Learning: An Introduction, Richard S. Sutton and Andrew G. Barto
- [ ] Reinforcement Learning: State-of-the-Art, Marco Wiering
Finance
- [ ] Python for Finance: Analyze Big Financial Data, Yves Hilpisch
- [ ] The Black Swan, Nassim Nicholas Taleb
- [ ] Antifragile, Nassim Nicholas Taleb
- [x] Denationalisation of Money, Friedrich A. Hayek
Papers
Background
Algorithms
- [x] Proximal Policy Optimization Algorithms
- [x] IMPALA: Scalable Distributed Deep-RL with Importance Weighted Actor-Learner Architectures
- [x] Trust Region Policy Optimization
- [x] Approximately Optimal Approximate Reinforcement Learning
- [ ] Benchmarking Deep Reinforcement Learning for Continuous Control
- [x] Proximal Policy Optimization Algorithms
- [x] Emergence of Locomotion Behaviours in Rich Environments
- [x] High-Dimensional Continuous Control Using Generalized Advantage Estimation
- [x] Policy Gradient Methods for Reinforcement Learning with Function Approximation
- [ ] Asynchronous Methods for Deep Reinforcement Learning
- [ ] Addressing Function Approximation Error in Actor-Critic Methods
- [ ] Equivalence Between Policy Gradients and Soft Q-Learning
- [x] Continuous control with deep reinforcement learning
- [x] Deterministic Policy Gradient Algorithms
- [ ] Reinforcement Learning Algorithm for Partially Observable MDP
Portfolio Management
- [x] Portfolio Selection, Harry Markowitz
- [x] A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem
Lectures
Background
Reinforcement Learning
- MIT Deep Learning
- Reinforcement Learning
- Advanced Deep Learning & Reinforcement Learning
- CS 294-112 at UC Berkeley
- Deep RL Bootcamp 2017
- Stanford University CS231n / youtube
- Stanford University CS229
- Technical talks
- Foreign exchange and trade
- ANTS #2)
- ANTS #3)
- ANTS #2)
- Quantopian / youtube
- OpenAI - Spinning Up in Deep RL Workshop
Draichi