├── DRLMPT ├── actor_critic_agents.py ├── data │ ├── BVSP.csv │ ├── ITSA4.csv │ ├── ITUB3.csv │ └── ITUB4.csv ├── runner.py ├── runner_random.py ├── simulator.py └── util.py ├── README.md └── papers ├── DRL_for_Pairs_Trading.pdf ├── Deep_Reinforcement_Learning_in_Multi_Dimensional_Pairs_Trading.pdf ├── Multi_Dimensional_Pairs_Trading.pdf └── Project_Proposal.pdf /DRLMPT/actor_critic_agents.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/tiagomonteirocardoso/Deep-Reinforcement-Learning-in-MultiDimensional-Pairs-Trading/HEAD/DRLMPT/actor_critic_agents.py -------------------------------------------------------------------------------- /DRLMPT/data/BVSP.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/tiagomonteirocardoso/Deep-Reinforcement-Learning-in-MultiDimensional-Pairs-Trading/HEAD/DRLMPT/data/BVSP.csv 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