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  1. FeatureSaliencyHMM FeatureSaliencyHMM Public

    Implementation of Feature Saliency Hidden Markov Model (Adams, et al, 2016)

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  6. PGPortfolio PGPortfolio Public

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    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).

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