AI4Finance-Foundation / Financial-News-for-Stock-Prediction-using-DP-LSTM-NIPS-2019Links
Differential Privacy-inspired LSTM for Stock Prediction Using Financial News. NeurIPS Robust AI in Financial Services 2019.
☆34Updated 4 years ago
Alternatives and similar repositories for Financial-News-for-Stock-Prediction-using-DP-LSTM-NIPS-2019
Users that are interested in Financial-News-for-Stock-Prediction-using-DP-LSTM-NIPS-2019 are comparing it to the libraries listed below
Sorting:
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- Using past price data and sentiment analysis from news and other documents to predict the S&P500 index using a LSTM RNN. Idea replicated …☆32Updated last year
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆66Updated last month
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 6 years ago
- This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture…☆27Updated 6 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 6 years ago
- This project is essentially the implementation of the paper “Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time …☆19Updated 4 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Updated 5 years ago
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆99Updated 3 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Updated 5 years ago
- ☆10Updated 6 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction. KDD 2019.☆22Updated 4 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆93Updated 3 years ago
- Machine Learning for Quantitative Finance☆24Updated 7 years ago
- A framework for training and evaluating deep learning models in Quantitative trading domain☆51Updated 5 years ago
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 3 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 2 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 10 months ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆29Updated 4 years ago
- ☆19Updated 5 years ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Updated last year
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆46Updated 5 months ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago