Csun1992 / SVM-stock-return-prediction
We predict stock price with K-means clustering and support vector machine
☆17Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for SVM-stock-return-prediction
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆20Updated 7 years ago
- RNN - Stock Prediction Model using Attention Multilayer Recurrent Neural Networks with LSTM Cells☆39Updated 7 years ago
- This project is to practice applying Long Short-Term Memory network in deep learning to predict time series financial data. I selected Am…☆15Updated 6 years ago
- SVM for stock/index prediction☆11Updated 7 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆16Updated 6 years ago
- Ensemble of ARIMA, prophet and LSTMS RNN☆35Updated 7 years ago
- Financial time series forecast using dual attention RNN☆27Updated 5 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆23Updated 2 years ago
- Multivariate Adaptive Regression Splines for Time Series Prediction☆18Updated last year
- Stock Price prediction using news data. The datasets used consists news and stock price data from 2008 to 2016. The polarity(Subjectivity…☆47Updated 6 years ago
- In this project, this research generally investigates the financial time series such as the price & return of NASDAQ Composite Index usin…☆11Updated 5 years ago
- Stock prediction with Natural Language Processing☆35Updated 5 years ago
- a python module and user interface of a user-defined Barra risk model☆11Updated 5 years ago
- The estimation of GARCH parameters using neural networks☆10Updated 5 years ago
- UCLA Master of Applied Economics Capstone Research☆11Updated 6 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- This project aims to predict VOLATILITY S&P 500 (^VIX) time series using LSTM.☆97Updated 4 years ago
- Stock Market Prediction Using Neural Network Models (Backpropagation, RNN, RBF) Keras with Tensorflow backend☆48Updated 6 years ago
- A first look into several time series datasets from quandl (namely top tech companies stock close prices) and an attempt to find patterns…☆16Updated 6 years ago
- Stock prediction from news with deep learning☆8Updated 6 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 7 years ago
- —Machine Learning; stock prediction; Deep Learning; styling; LSTM(Long Short Term Memory)☆9Updated 7 years ago
- Stock Prediction with XGBoost: A Technical Indicators' approach☆27Updated 5 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆12Updated 4 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 5 years ago
- 📈 A neural network regression model trained to predict the mean stock price percentage change everyday using financial factors like pre…☆52Updated 6 years ago
- CVXPY Portfolio Optimization Sample☆43Updated 7 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆54Updated 5 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 7 years ago
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆39Updated last year