AhmadMak / Temporal-Kolmogorov-Arnold-Networks-T-KAN-for-High-Frequency-Limit-Order-Book-ForecastingView on GitHub
T-KAN for high-frequency LOB forecasting. Outperforming DeepLOB on the FI-2010 dataset with 132% backtest returns and FPGA-ready architecture
☆28May 30, 2026Updated 5 months ago
Alternatives and similar repositories for Temporal-Kolmogorov-Arnold-Networks-T-KAN-for-High-Frequency-Limit-Order-Book-Forecasting
Users that are interested in Temporal-Kolmogorov-Arnold-Networks-T-KAN-for-High-Frequency-Limit-Order-Book-Forecasting are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Co-pricing factor zoo☆18Apr 13, 2026Updated 6 months ago
- Finance-specific models for asset pricing, prediction, and portfolio learning.☆18Updated this week
- Legacy research experiment (2021): SAC autohedging / market-making environment. Paper-backed GPU training, not a current flagship.☆10Aug 23, 2026Updated 2 months ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆30May 30, 2026Updated 5 months ago
- M3: A State-Event Generative Foundation Model for Market Microstructure Dynamics☆59Aug 28, 2026Updated 2 months ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- ☆94Nov 22, 2024Updated last year
- Identification and early detection of unobserved microstructure states in High-Frequency Limit Order Books using semi-parametric state-sp…☆18Oct 7, 2026Updated 3 weeks ago
- CFM is a bounded, deterministic, φ/ψ-parameterized dynamical substrate for studying stable structure formation under strict numerical saf…☆12Jan 1, 2026Updated 9 months ago
- High frequency factors based on order and trade data.☆77Dec 16, 2023Updated 2 years ago
- A multi-factor investment strategy based on high frequency data and machine learning.☆11Feb 25, 2023Updated 3 years ago
- ☆17Jan 24, 2024Updated 2 years ago
- Code for the paper "Learning to Do or Learning While Doing: Reinforcement Learning and Bayesian Optimisation for Online Continuous Tuning…☆14Nov 15, 2023Updated 2 years ago
- ☆11Jun 10, 2018Updated 8 years ago
- Use of LSTM to predict the implied volatility skew in financial markets☆12Apr 9, 2024Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆72Mar 19, 2023Updated 3 years ago
- 基于 TheNextQuant 的量化交易框架☆21Aug 14, 2022Updated 4 years ago
- GPU-accelerated Ion Linear Particle Accelerator Simulation☆15May 30, 2019Updated 7 years ago
- Cross-sectional stock selection on the S&P 500 using fundamental, technical, and macro factors. XGBoost classifies direction while meta-l…☆16Apr 28, 2026Updated 6 months ago
- A PyTorch Lightning template to try out a wide range of ideas on the Ubiquant Market Prediction competition without modifying any code!☆12Mar 24, 2022Updated 4 years ago
- ☆12Jun 9, 2019Updated 7 years ago
- Alpha Screening with LLM Reasoning via Reinforcement Learning☆104Sep 9, 2026Updated last month
- GPU-Accelerated Multi-Agent Reinforcement Learning for High-Frequency Trading☆70May 26, 2026Updated 5 months ago
- 知乎 Quant 问答集☆13Jul 13, 2023Updated 3 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- lightweight LMAX disruptor v3 port in C++20☆41Sep 10, 2025Updated last year
- Reinforcement Learning based trading bot (Open AI Gym, Stable Baselines)☆11Mar 24, 2023Updated 3 years ago
- Reinforcement Learning (RL) is believe to be a more general approach towards Artificial Intelligence (AI). RL is the foundation for many …☆14Dec 22, 2022Updated 3 years ago
- ETF交易☆12May 20, 2022Updated 4 years ago
- Nasdaq-100 K=5动量选股 + PSQ 50/50对冲 | 5年回测 +112.7% CAGR 16.0% 夏普1.29 卡玛1.25 | 打赏支持冰火岛社区 | EVM Wallet: 0x29f091DAA3dfee8100645ee24239bCC3ae17…☆15Aug 8, 2026Updated 2 months ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆41Dec 6, 2023Updated 2 years ago
- End-to-end portfolio optimization (MVO), Risk Parity, Black–Litterman, regime targeting