Репозиторий курса "Практические аспекты обучения больших языковых моделей", ВМК МГУ, осень, 2024

Recommender Systems course

A Library for Advanced Deep Time Series Models for General Time Series Analysis.

Data Science Curriculum for the non-technical

Agent Reinforcement Trainer: train multi-step agents for real-world tasks using GRPO. Give your agents on-the-job training. Reinforcement learning for Qwen2.5, Qwen3, Llama, and more!

Fit data to many distributions

Value at Risk and Backtest Routines

NumPy aware dynamic Python compiler using LLVM

differential Sharpe ratio

Python library for portfolio optimization built on top of scikit-learn

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

Pocket Flow: Codebase to Tutorial

PyTorch version of Stable Baselines, reliable implementations of reinforcement learning algorithms.

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

FAMLAFL: FAMLAFL Aren’t Machine Learning And Financial Laboratory

Avellaneda-Stoikov HFT market making algorithm implementation

A simple, easy, customizable Gymnasium environment for trading.

Portfolio management using Actor-Critic Deep Reinforcement Learning algorithms including A2C, DDPG, and PPO

Quantitative Developer/Strategist/Researcher Roles

The ultimate DeFi research Python library for strategy building.

Deep RL stock trading agent

Reinforcement Learning environment for financial portfolio optimization

Optimize portfolio allocation under transaction costs

AI-Driven Portfolio Optimization: Reinforcement Learning for Smart Stock Suggestions and Custom Data Interface for User Convenience

Portfolio Optimization with Quadratic Transaction Costs

Using Reinforcement Learning with Deep Deterministic Policy Gradient for Portfolio Optimization