772435284 / transformers_versus_lstms_for_electronic_trading
☆11Updated 11 months ago
Related projects ⓘ
Alternatives and complementary repositories for transformers_versus_lstms_for_electronic_trading
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆37Updated last year
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- ☆14Updated 3 years ago
- ☆24Updated 2 months ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆51Updated last year
- ☆39Updated last year
- ☆12Updated 2 years ago
- ☆31Updated 8 months ago
- Multi Task Learning Time Series Momentum☆14Updated 6 months ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆14Updated 2 months ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆64Updated 3 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆20Updated last year
- ☆44Updated 3 years ago
- ☆27Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆43Updated 5 months ago
- The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".☆30Updated 2 years ago
- ☆41Updated last year
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Updated 3 years ago
- Stock prediction thru TFT☆36Updated 2 years ago
- ☆26Updated last year
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆10Updated 9 months ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆32Updated 2 years ago
- ☆11Updated 3 years ago
- Deep Reinforcement Learning for Stock trading task☆18Updated 3 years ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆23Updated 3 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆16Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated 9 months ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆19Updated 4 years ago
- Implementation of Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts☆24Updated 2 years ago