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.
☆10Updated 3 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:
- Volatility models for stock prices using deep learning and mixture models.☆16Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Updated 8 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 3 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Updated 3 years ago
- Quant finance scripts☆16Updated 8 months ago
- ☆12Updated 3 years ago
- ☆19Updated 5 years ago
- ☆12Updated 2 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆12Updated 2 years ago
- Python Code used in publications, for archival purposes only☆20Updated 2 years ago
- Hawkes with Latency☆20Updated 4 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆24Updated 5 years ago
- QF-based Hybrid DRL Portfolio Investment System☆14Updated 2 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Statistical tests for Value at Risk (VaR) Models.☆14Updated last month
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 4 years ago
- Source code for the course "Deep Reinforcement Learning for High-Frequency Trading" held at the Ukrainian Catholic University / Czech Tec…☆19Updated 3 years ago
- A scikit-learn compatible classifier to perform trade classification in Python.☆19Updated this week
- Financial Portfolio Optimization Algorithms☆59Updated last year
- ☆13Updated 2 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Updated 7 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Updated 4 years ago
- ☆27Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 3 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆39Updated 2 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆28Updated 2 years ago