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With these files I compare the Market Impact and Returns among DRL, TWAP and VWAP

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KhabbabZakaria/Master-Thesis-Testing-files

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.github/workflows

.github/workflows

 
 

README.md

README.md

 
 

comparison between twap,vwap,model.py

comparison between twap,vwap,model.py

 
 

comparisonPA.py

comparisonPA.py

 
 

riskTest.py

riskTest.py

 
 

stressed_test.py

stressed_test.py

 
 

test.py

test.py

 
 

test2.py

test2.py

 
 

test3.py

test3.py

 
 

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This repository is to test our Deep Reinforcement Learning models models developed during my Master Thesis

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With these files I compare the Market Impact and Returns among DRL, TWAP and VWAP

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machine-learning reinforcement-learning deep-learning deep-reinforcement-learning python3 pytorch blackrock

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