ClarkQTIM / A-Survey-of-Deep-Learning-Architectures-for-Algorithmic-Cryptocurrency-TradingLinks
This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on April 22, 2022 for the University of Colorado Denver's M.S. Statistics program.
☆9Updated 2 years ago
Alternatives and similar repositories for A-Survey-of-Deep-Learning-Architectures-for-Algorithmic-Cryptocurrency-Trading
Users that are interested in A-Survey-of-Deep-Learning-Architectures-for-Algorithmic-Cryptocurrency-Trading are comparing it to the libraries listed below
Sorting:
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- ☆13Updated 2 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 7 months ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 9 months ago
- ☆14Updated 4 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 2 years ago
- ☆26Updated 9 months ago
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆28Updated 5 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Updated 5 years ago
- Volatility models for stock prices using deep learning and mixture models.☆16Updated 2 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆14Updated 3 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated last year
- ☆16Updated 2 months ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- Portfolio optimization package in Python.☆16Updated 5 years ago
- ☆14Updated 5 years ago
- Quant finance scripts☆16Updated 2 months ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 8 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- ☆12Updated last year
- Crypto-Options Volatility Surface Calibration and Arbitrage☆14Updated 2 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆21Updated last year
- ☆12Updated 2 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆24Updated 2 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆30Updated 3 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆21Updated last year
- Python code for dynamic facctor model. (Preliminary and in progress)☆22Updated 7 years ago