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Gym by OpenAI is a toolkit for developing and comparing reinforcement learning algorithms. It supports teaching agents, everything from walking to playing games like Pong or Pinball. Open source interface to reinforce learning tasks. The gym library provides an easy-to-use suite of reinforcement learning tasks. Gym provides the environment, you provide the algorithm. You can write your agent using your existing numerical computation library, such as TensorFlow or Theano. It makes no...

On over 800 pages, this revised and expanded 2nd edition demonstrates how ML can add value to algorithmic trading through a broad range of applications. Organized in four parts and 24 chapters, it covers the end-to-end workflow from data sourcing and model development to strategy backtesting and evaluation. Covers key aspects of data sourcing, financial feature engineering, and portfolio management. The design and evaluation of long-short strategies based on a broad range of ML algorithms,...

Dopamine is a research framework for fast prototyping of reinforcement learning algorithms. It aims to fill the need for a small, easily grokked codebase in which users can freely experiment with wild ideas (speculative research). This first version focuses on supporting the state-of-the-art, single-GPU Rainbow agent (Hessel et al., 2018) applied to Atari 2600 game-playing (Bellemare et al., 2013). Specifically, our Rainbow agent implements the three components identified as most important...

The Free Connectionist Q-learning Java Framework is an library for developing learning systems. Keywords: qlearning, artificial intelligence, alife, neural nets, neural networks, machine learning, reinforcement learning unsupervised learning agents lejos