CaoRui0910 / Multi-factor-stock-selection-strategy-based-on-machine-learningView external linksLinks
☆11Oct 24, 2025Updated 3 months ago
Alternatives and similar repositories for Multi-factor-stock-selection-strategy-based-on-machine-learning
Users that are interested in Multi-factor-stock-selection-strategy-based-on-machine-learning are comparing it to the libraries listed below
Sorting:
- Stock selection and portfolio performance based on ESG Scores☆14Mar 16, 2021Updated 4 years ago
- Temporal Convolutional Neural Net for stock selection, using a Genetic Algorithm for feature selection☆33Oct 12, 2020Updated 5 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Dec 17, 2022Updated 3 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Feb 24, 2019Updated 6 years ago
- Multi-Factor Stock Profit Prediction Using EMD-ALSTM☆29Oct 21, 2019Updated 6 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated last year
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆91Jul 1, 2021Updated 4 years ago
- Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation☆11Mar 7, 2024Updated last year
- Many companies are utilizing the cloud for their day to day activities. Many big cloud service providers like AWS, Microsoft Azure have b…☆11Nov 13, 2022Updated 3 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- Gathered, cleaned and transformed stock price, balance sheet, income and cash flow statements data for 629 companies. Built a neural netw…☆11Apr 28, 2020Updated 5 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆15Dec 3, 2020Updated 5 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Jul 15, 2020Updated 5 years ago
- 基于Transformer架构的量化金融预测研究☆10Dec 26, 2022Updated 3 years ago
- 📈 如何用深度强化学习自动炒股☆13Mar 31, 2020Updated 5 years ago
- ☆12Apr 17, 2021Updated 4 years ago
- 一个开源的量化交易项目。使用python(jupyter)☆10Dec 16, 2024Updated last year
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Feb 6, 2026Updated last week
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- OIKAN is a neuro-symbolic machine learning framework inspired by Kolmogorov-Arnold representation theorem. It combines the power of moder…☆16Oct 13, 2025Updated 4 months ago
- A Streamlit based application to predict future Stock Price and pipeline to let anyone train their own multiple Machine Learning models o…☆97Aug 12, 2024Updated last year
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆48Feb 5, 2020Updated 6 years ago
- Portfolio management using automated stock selection through the use of Machine Learning techniques☆13Jul 29, 2020Updated 5 years ago
- Through this project we have comprehensively evaluated 10 workload predictors and determined which predictor works the best for Alibaba C…☆12Dec 5, 2018Updated 7 years ago
- 用TCN 进行股票预测☆10Oct 11, 2022Updated 3 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- This script loads desired stock price training data, trains an XGBoost Regressor for Time Series Forecasting (allowing fine-tuning) and d…☆13Jul 6, 2022Updated 3 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 6 years ago
- ☆14Jul 2, 2020Updated 5 years ago
- 将A股所有股票的日K线的数据写入本地mysql数据库,收集从某个时间段以来的股票财报数据,包括营收、市值、股本等数据。☆15Jan 22, 2018Updated 8 years ago
- Black Scholes PDE to calculate Option price and Greek Letter☆11Jun 13, 2021Updated 4 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- 致力于多因子,AI策略,可盈利模型的研究☆13Apr 14, 2023Updated 2 years ago
- Sample code that shows how to forecast stock market volatility using a Kalman filter☆15Aug 17, 2023Updated 2 years ago
- 使用React制作的基于Echarts和百度地图的地理大数据可视化项目☆10Nov 16, 2017Updated 8 years ago
- ☆13Apr 15, 2025Updated 10 months ago
- An Empirical Study of Optimal Combination of Algorithms for Prediction-Based Portfolio Optimization Model using Machine Learning over Co…☆11Jun 15, 2022Updated 3 years ago