CasperHogenboom / WGAN_financial_time-seriesLinks
Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Analytics team with ING and University Maastricht.
☆71Updated 5 years ago
Alternatives and similar repositories for WGAN_financial_time-series
Users that are interested in WGAN_financial_time-series are comparing it to the libraries listed below
Sorting:
- ☆134Updated last year
- Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]☆22Updated 4 years ago
- MTSS-GAN: Multivariate Time Series Simulation with Generative Adversarial Networks (by @firmai)☆94Updated 5 years ago
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper☆32Updated last year
- Codes for my thesis project: replicating and modifying quant GANs.☆18Updated 4 years ago
- The implementation of "modeling financial time-series with generative adversarial networks"☆63Updated 2 years ago
- Pipeline for Time Series Generation with Comprehensive Evaluation Metrics☆42Updated 9 months ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆73Updated 4 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆130Updated last year
- GANs for time series generation in pytorch☆273Updated 6 years ago
- Market simulator☆61Updated 5 years ago
- Time-series Generative Adversarial Networks (fork from the ML-AIM research group on bitbucket))☆123Updated 3 years ago
- Implementation of the [Hierarchical (Sig-Wasserstein) GAN] algorithm for large dimensional Time Series Generation: https://doi.org/10.390…☆17Updated 2 years ago
- Bayesian neural network with Parallel Tempering MCMC for Stock Market Prediction☆41Updated 4 years ago
- stock prediction with GAN and WGAN☆105Updated 3 years ago
- ☆184Updated 2 years ago
- Deep Adaptive Input Normalization for Time Series Forecasting☆133Updated 4 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆58Updated 6 years ago
- ☆27Updated 2 years ago
- Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.☆17Updated 7 years ago
- Stock price prediction using a Temporal Fusion Transformer☆116Updated 2 years ago
- FinGAT: A Financial Graph Attention Networkto Recommend Top-K Profitable Stocks☆129Updated 4 years ago
- Calculate predictive causality between time series using information-theoretic techniques☆104Updated 4 years ago
- code for "Optimal Stopping via Randomized Neural Networks"☆59Updated last year
- CNNpred: CNN-based stock market prediction using a diverse set of variables☆71Updated 4 years ago
- Generation of Time Series data using generatuve adversarial networks (GANs) for biological purposes.☆114Updated 5 years ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆48Updated 5 years ago
- A Comparison of LSTMs and Attention Mechanisms for Forecasting Financial Time Series☆72Updated 6 years ago
- Intra day Stock Prediction 10 minutes into the future☆111Updated 6 years ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆57Updated 5 years ago