Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
☆18Sep 23, 2024Updated last year
Alternatives and similar repositories for MODWT-MARS
Users that are interested in MODWT-MARS are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A hybrid forecasting model that combines the Hilbert-Huang Transform and Multivariate Adaptive Regression Splines☆16Feb 7, 2019Updated 7 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Oct 29, 2021Updated 4 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- Signal Processing Tools☆11Feb 18, 2025Updated last year
- This repository is the source code for Wavelet-HFCM of the paper 'Time Series Forecasting based on High-Order Fuzzy Cognitive Maps and Wa…☆54Jul 13, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Apr 18, 2020Updated 5 years ago
- OpenAI Gym Environment for Low-Latency Trading☆19Jun 15, 2018Updated 7 years ago
- ☆51Mar 26, 2018Updated 8 years ago
- Comparative Analysis of Techniques for Forecasting Time Series in Financial Markets☆37May 5, 2024Updated last year
- Using a modified version of Werner Duvaud's MuZero implementation (https://github.com/werner-duvaud/muzero-general) this reinforcement ag…☆19Jun 30, 2021Updated 4 years ago
- ☆10Jan 26, 2025Updated last year
- Predict the direction of stock prices with visual representation of charts and CNNs☆14Aug 22, 2021Updated 4 years ago
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆27Aug 13, 2023Updated 2 years ago
- 李鲁鲁老师的 Copilot-Python 学习。和ChatGPT等大语言模型协同进化。☆10Jun 3, 2025Updated 10 months ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆28Jul 16, 2023Updated 2 years ago
- A Hybrid Method of Exponential Smoothing and Recurrent Neural Networks for Multivariate Time Series Forecasting☆13Oct 25, 2022Updated 3 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Mar 20, 2026Updated 3 weeks ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆18May 21, 2013Updated 12 years ago
- Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.☆17Oct 17, 2018Updated 7 years ago
- WNN implementation for forecasting electricity consumption☆13Mar 14, 2020Updated 6 years ago
- The goal of this project was to predict stock market prices using a recurrent neural network. This project was inspired by the Standford …☆13Jul 5, 2023Updated 2 years ago
- Example project using Cython and Poetry to build obfuscated .whl files for PyPI distribution☆17Jan 20, 2021Updated 5 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆10Nov 17, 2019Updated 6 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- A trading algorithm utilizing a Naive Bayes classifier to predict expected returns, GARCH (1,1) volatility forecasting, and the Markowitz…☆10Dec 22, 2017Updated 8 years ago
- Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV☆14Jun 12, 2023Updated 2 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- ☆10Jul 21, 2019Updated 6 years ago
- ☆11Jun 9, 2021Updated 4 years ago
- HAR-RV Model For Realized Volatility☆32Feb 21, 2016Updated 10 years ago
- ☆14Apr 1, 2019Updated 7 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Dec 11, 2018Updated 7 years ago
- This repository provides all Python codes and Jupyter Notebooks of the book Python for Finance -- Analyze Big Financial Data by Yves Hilp…☆15Nov 16, 2017Updated 8 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Ethereum token list standard☆11Feb 27, 2025Updated last year
- Kernel principal component analysis using the Eigen linear algebra library [machine learning]☆15Nov 12, 2015Updated 10 years ago
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Jan 15, 2018Updated 8 years ago
- ☆18Apr 1, 2023Updated 3 years ago
- Finite-Interval Forecasting Engine: Machine learning models for discrete-time survival analysis and multivariate time series forecasting☆23Mar 27, 2026Updated 2 weeks ago
- Time series anomaly detection via decomposition and gaussian process regression.☆21May 22, 2021Updated 4 years ago
- article feature extraction time series☆42Nov 11, 2019Updated 6 years ago