772435284 / transformers_versus_lstms_for_electronic_tradingLinks
☆21Updated 2 years ago
Alternatives and similar repositories for transformers_versus_lstms_for_electronic_trading
Users that are interested in transformers_versus_lstms_for_electronic_trading are comparing it to the libraries listed below
Sorting:
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆13Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆58Updated 2 years ago
- Code to support my Master's thesis☆22Updated 2 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Updated 2 years ago
- Multi Task Learning Time Series Momentum☆24Updated last year
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆20Updated 2 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29Updated 2 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆24Updated 2 years ago
- ☆16Updated 4 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆27Updated 9 months ago
- DeepLOB Implementation on Bitcoin Perpetual Data☆28Updated 2 years ago
- Accepted at WWW 25 Industrial Track (oral)☆17Updated 6 months ago
- ☆37Updated 3 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- Deep learning for limit order book trading and mid-price movement☆55Updated 5 years ago
- Transformers for limit order books☆13Updated 4 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆19Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆71Updated 2 years ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆14Updated last year
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Updated 3 years ago
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆17Updated 3 years ago
- ☆22Updated 7 months ago
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- Blaze☆16Updated 4 years ago
- Unofficial PyTorch implementation of FactorVAE☆21Updated 2 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆12Updated 2 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆59Updated 2 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆73Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago