BirdiD / Stock-trends-prediction-with-macroeconomic-indicatorsLinks
Stock markets are an essential component of the economy. Their prediction naturally arouses afascination in the academic and financial world. Indeed, financial time series, due to their widerange application fields, have seen numerous studies being published for their prediction. Some ofthese studies aim to establish whether there is a strong …
☆22Updated 4 years ago
Alternatives and similar repositories for Stock-trends-prediction-with-macroeconomic-indicators
Users that are interested in Stock-trends-prediction-with-macroeconomic-indicators are comparing it to the libraries listed below
Sorting:
- kennedyCzar / STOCK-RETURN-PREDICTION-USING-KNN-SVM-GUASSIAN-PROCESS-ADABOOST-TREE-REGRESSION-AND-QDAForecast stock prices using machine learning approach. A time series analysis. Employ the Use of Predictive Modeling in Machine Learning …☆135Updated 3 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆58Updated 6 years ago
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆22Updated 8 years ago
- In this project, we implement and compare the performance of several machine learning and deep learning algorithms in predicting the US s…☆56Updated 4 years ago
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆42Updated 2 years ago
- A Streamlit based application to predict future Stock Price and pipeline to let anyone train their own multiple Machine Learning models o…☆96Updated last year
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆87Updated 3 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated 9 months ago
- ☆203Updated last month
- Hidden Markov Model (HMM) based stock forecasting☆103Updated 7 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Updated 5 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Updated 2 years ago
- ARIMA & GARCH models for stock price prediction☆24Updated 5 years ago
- DCC GARCH modeling in Python☆101Updated 5 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆61Updated 4 years ago
- Deep Learning - Neural network (RNN, LSTM & GRU)☆65Updated 7 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆68Updated 6 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 6 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆73Updated 4 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆69Updated 6 months ago
- Stock Price prediction using news data. The datasets used consists news and stock price data from 2008 to 2016. The polarity(Subjectivity…☆48Updated 8 years ago
- stock prediction with GAN and WGAN☆106Updated 3 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆64Updated last year
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆71Updated 6 years ago
- ☆14Updated 5 years ago
- ARMA-GARCH☆102Updated 2 years ago
- Deep Trading using Convolutional Neural Network☆29Updated 8 years ago
- quantitative asset allocation strategy☆34Updated 10 months ago
- Developing hybrid deep learning models by integrating Neural networks with (s,e,t)GARCH models to predict volatility in the Indian Commod…☆19Updated 4 years ago
- Implementation of a variety of Value-at-Risk backtests☆42Updated 6 years ago