AI4Finance-Foundation / Dynamic-Stock-Recommendation-Machine_Learning-Published-Paper-IEEELinks
☆23Updated 6 years ago
Alternatives and similar repositories for Dynamic-Stock-Recommendation-Machine_Learning-Published-Paper-IEEE
Users that are interested in Dynamic-Stock-Recommendation-Machine_Learning-Published-Paper-IEEE are comparing it to the libraries listed below
Sorting:
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- ☆36Updated 8 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆72Updated 8 months ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- finance☆43Updated 8 years ago
- ☆12Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Updated 2 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆64Updated last year
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆59Updated 9 years ago
- ☆20Updated 2 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆23Updated 6 years ago
- Stock and Forex market prediction using ML and time-series modelling☆39Updated 7 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆55Updated 5 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Using Q-learning to better navigate orderbooks.☆23Updated 7 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆37Updated 4 years ago
- ☆25Updated 7 years ago
- Risk estimation algorithms☆30Updated 7 years ago
- List of portfolio management resources, using Reinforcement Learning.☆41Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- Deep q learning on determining buy/sell signal and placing orders☆51Updated 6 years ago
- ☆10Updated 7 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago