Transformer and MultiTransformer layers for stock volatility forecasting purposes
☆78Aug 1, 2021Updated 5 years ago
Alternatives and similar repositories for MultiTransformer
Users that are interested in MultiTransformer are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Portfolio Risk Assessment leveraging Probabilistic Deep Neural Networks☆23Apr 16, 2025Updated last year
- Forecasting Bitcoin Volatility Spikes from Whale Transactions and Cryptoquant Data Using Synthesizer Transformer Models☆29Aug 12, 2026Updated 2 months ago
- A python-based implementation of the HAR model to forecast realized volatility on SPY.☆28Jun 22, 2020Updated 6 years ago
- 基于历史数据预测期货的波动率,用于期货的辅助分析,具备模型的核心代码☆10Nov 15, 2018Updated 7 years ago
- This project is developed in Python and it proposes the development of a Bayesan Network to infer the probabilities of serious floods in …☆19Sep 16, 2022Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Chen et al., 2020, Diagnosing tunnel collapse sections based on TBM……, Tunneling and underground space.☆14Dec 14, 2020Updated 5 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆34Jun 28, 2022Updated 4 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Apr 4, 2019Updated 7 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆20Sep 24, 2024Updated 2 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆17Nov 28, 2017Updated 8 years ago
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Mar 12, 2021Updated 5 years ago
- Code for WWW-20 Paper: HTML: Hierarchical Transformer-based Multi-task Learning for Volatility Prediction☆63Jan 5, 2024Updated 2 years ago
- 众人的因子回测框架 stock factor test☆30Apr 18, 2026Updated 5 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆127May 17, 2024Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- This is the official repository of the paper "NRTSI: Non-Recurrent Time Series Imputation"☆15Jun 2, 2023Updated 3 years ago
- Implementation of Bayesian PCA [Bishop][1999] And Bayesian Kernel PCA☆13Jan 13, 2021Updated 5 years ago
- A package to sort stocks into portfolios and calculate weighted-average returns.☆19Jul 24, 2022Updated 4 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆24May 8, 2024Updated 2 years ago
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆19Apr 29, 2020Updated 6 years ago
- Enhanced Portfolio Optimization (EPO)☆18Aug 14, 2026Updated 2 months ago
- Supporting repository for ICLR 2017 paper submission.☆16Feb 19, 2017Updated 9 years ago
- Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes☆49Jul 23, 2022Updated 4 years ago
- Mean Reversion Trading Strategy☆31Apr 20, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Implement the paper: https://arxiv.org/abs/1907.05321☆40Jan 5, 2022Updated 4 years ago
- ☆11Nov 13, 2024Updated last year
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆12Mar 12, 2021Updated 5 years ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆24Apr 6, 2021Updated 5 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆29Jul 16, 2023Updated 3 years ago
- 🐮首创性地运用Transformer+XDEEPFM预测中国A股单只股票每天的涨跌幅!☆15Mar 29, 2021Updated 5 years ago
- Convolutional Transformer Architectures Complementary to Time Series Forecasting Transformer Models☆50Feb 3, 2022Updated 4 years ago
- Stock Prediction usning Transformer NN☆84Apr 13, 2019Updated 7 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆76Mar 4, 2024Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆14Feb 25, 2025Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆111May 16, 2025Updated last year
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- In this repository, based on the latest NLP pappers, we researched on sequential data and time series and developed tasks in NLP such as …☆14May 11, 2024Updated 2 years ago
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆310Sep 10, 2021Updated 5 years ago
- Vectorbt_Examples☆12Mar 21, 2022Updated 4 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago