AlanWangyl / Replication-Autoencoder-Asset-Pricing-Models
☆11Updated last year
Alternatives and similar repositories for Replication-Autoencoder-Asset-Pricing-Models
Users that are interested in Replication-Autoencoder-Asset-Pricing-Models are comparing it to the libraries listed below
Sorting:
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆14Updated last year
- Entropy Pooling in Python with a BSD 3-Clause license.☆39Updated 7 months ago
- Package to build risk model for factor pricing model☆25Updated 9 months ago
- Community version of quantitative backtesting framework☆11Updated 9 months ago
- ☆16Updated 4 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆45Updated 3 weeks ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆46Updated 3 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆32Updated 2 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated last year
- 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
- ☆24Updated 2 years ago
- Time Series Prediction of Volume in LOB☆56Updated last year
- ☆38Updated 2 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆40Updated 4 months ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆18Updated last year
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 7 months ago
- A Practical Guide to a Simple Data Stack.☆40Updated 8 months ago
- ☆20Updated 3 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 6 months ago
- ☆40Updated 4 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- Factor Investing Library☆27Updated 2 years ago
- Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB☆36Updated 4 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- A log likelihood process for optimal entry / exit / stopping.☆14Updated 2 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆34Updated last year