AI4Finance-Foundation / Dynamic-Stock-Recommendation-Machine_Learning-Published-Paper-IEEE
☆15Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for Dynamic-Stock-Recommendation-Machine_Learning-Published-Paper-IEEE
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆44Updated 3 years ago
- Trend Prediction for High Frequency Trading☆38Updated last year
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆23Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆21Updated 6 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆44Updated 6 years ago
- Portfolio optimization with cvxopt☆15Updated last year
- finance☆43Updated 7 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆25Updated 2 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- ☆33Updated 6 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆24Updated 6 months ago
- Deep q learning on determining buy/sell signal and placing orders☆47Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆30Updated 9 months ago
- Stock closing and opening forecasting using Deep neural network and LSTM(technical indicators included)☆20Updated 7 years ago
- A low frequency statistical arbitrage strategy☆18Updated 5 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆21Updated last year
- A financial trading method using machine learning.☆58Updated last year
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆30Updated 4 years ago
- CVXPY Portfolio Optimization Sample☆43Updated 7 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Machine Learning for Quantitative Finance☆22Updated 6 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆35Updated last year
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆91Updated 2 years ago
- ☆69Updated 2 years ago
- Hedging portfolios with reinforcement learning.☆34Updated 7 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 3 years ago