EduardoRamosP / MultiTransformerLinks
Transformer and MultiTransformer layers for stock volatility forecasting purposes
☆73Updated 4 years ago
Alternatives and similar repositories for MultiTransformer
Users that are interested in MultiTransformer are comparing it to the libraries listed below
Sorting:
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆50Updated 11 months ago
- Stock price prediction using a Temporal Fusion Transformer☆121Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- Intra day Stock Prediction 10 minutes into the future☆111Updated 6 years ago
- ☆54Updated 3 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆80Updated last year
- ☆55Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆59Updated 2 years ago
- stock prediction with GAN and WGAN☆106Updated 3 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆135Updated last year
- Reproduce AAAI22-FactorVAE☆68Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆100Updated 4 years ago
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆17Updated 3 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆28Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆58Updated 2 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆37Updated 6 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 6 years ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆57Updated 5 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆58Updated 6 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆122Updated last year
- Stock Prediction usning Transformer NN☆84Updated 6 years ago
- ☆22Updated last year
- Official Implementation of SimStock : Representation Model for Stock Similarities☆86Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- The implementation of "modeling financial time-series with generative adversarial networks"☆65Updated 2 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆33Updated 9 months ago
- Hidden Markov Model (HMM) based stock forecasting☆103Updated 7 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆36Updated 3 years ago