EduardoRamosP / MultiTransformerLinks
Transformer and MultiTransformer layers for stock volatility forecasting purposes
☆68Updated 3 years ago
Alternatives and similar repositories for MultiTransformer
Users that are interested in MultiTransformer are comparing it to the libraries listed below
Sorting:
- A python-based implementation of the HAR model to forecast realized volatility on SPY.☆18Updated 4 years ago
- Reproduce AAAI22-FactorVAE☆61Updated last year
- Stock prediction thru TFT☆37Updated 3 years ago
- The implementation of "modeling financial time-series with generative adversarial networks"☆62Updated 2 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆28Updated last year
- A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting☆35Updated 2 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆113Updated last year
- Intra day Stock Prediction 10 minutes into the future☆108Updated 5 years ago
- Stock price prediction using a Temporal Fusion Transformer☆105Updated 2 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆57Updated 6 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]☆21Updated 3 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆76Updated last year
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆40Updated 4 months ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆56Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- ☆51Updated 4 years ago
- ☆49Updated 3 years ago
- Stock Prediction usning Transformer NN☆83Updated 6 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- ARIMA & GARCH models for stock price prediction☆18Updated 4 years ago
- Deep Reinforcement Learning Robot Advisor☆25Updated 3 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆74Updated 5 months ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆45Updated last year
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 2 years ago
- Open code for PriceGraph☆71Updated last year