DLColumbia / DL_forFinanceLinks
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…
☆47Updated 7 years ago
Alternatives and similar repositories for DL_forFinance
Users that are interested in DL_forFinance are comparing it to the libraries listed below
Sorting:
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆74Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- ☆73Updated 3 years ago
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆134Updated 5 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆219Updated 6 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆94Updated 2 years ago
- ☆214Updated 8 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆129Updated 4 years ago
- Deep learning for forecasting company fundamental data☆141Updated 6 years ago
- ☆195Updated 5 years ago
- Applying Deep Learning and NLP in Quantitative Trading☆107Updated 6 years ago
- ☆66Updated 6 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆63Updated last year
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Updated 3 years ago
- Network Analysis for Financial Markets☆77Updated 8 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- Reproduce research from paper "Predicting the direction of stock market prices using random forest"☆118Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Risk estimation algorithms☆30Updated 7 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆266Updated 6 years ago
- Research and Backtests I have been working on...enjoy☆71Updated 4 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Updated 4 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 years ago