DLColumbia / DL_forFinance
This git repository is based on the work of J.Heaton, N.Polson and J.Witte and their articleDeep Learning for Finance: Deep Portfolios. This paper let us explore the use of deeplearning models for problems in financial prediction and classification. Our goal isto show how applying deep learning methods to these problems ca…
☆44Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for DL_forFinance
- Repository for teachings on Quant Finance☆48Updated 5 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 6 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆45Updated 8 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆68Updated 4 years ago
- generic project files☆37Updated 8 years ago
- ☆69Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆53Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆119Updated 5 years ago
- ☆35Updated 2 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆24Updated 6 months ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆44Updated 6 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆81Updated 3 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆30Updated 9 months ago
- Deep learning for forecasting company fundamental data☆140Updated 5 years ago
- ☆64Updated 6 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆54Updated 7 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆35Updated 7 years ago
- Hedging portfolios with reinforcement learning.☆34Updated 7 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆91Updated 2 years ago
- ☆27Updated 7 years ago
- ☆24Updated 6 years ago
- ☆58Updated 5 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆25Updated 2 years ago
- Modeling the volatility of commodity futures Indices☆14Updated 7 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆60Updated 6 months ago
- Machine Learning for Financial Market Prediction☆57Updated 5 years ago
- A financial trading method using machine learning.☆58Updated last year
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆116Updated 3 years ago