Transformer and MultiTransformer layers for stock volatility forecasting purposes
☆74Aug 1, 2021Updated 4 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☆20Apr 16, 2025Updated 11 months ago
- Forecasting Bitcoin Volatility Spikes from Whale Transactions and Cryptoquant Data Using Synthesizer Transformer Models☆29Oct 19, 2022Updated 3 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 …☆15Sep 16, 2022Updated 3 years ago
- Implementation of a variety of Value-at-Risk backtests☆42May 25, 2019Updated 6 years ago
- WQU capstone project - short term currency trading strategy utilizing machine learning☆12Dec 8, 2022Updated 3 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting☆51Oct 18, 2022Updated 3 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Apr 4, 2019Updated 7 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆34Jun 28, 2022Updated 3 years ago
- A python-based implementation of the HAR model to forecast realized volatility on SPY.☆22Jun 22, 2020Updated 5 years ago
- 🧮 A deeper look into the Kelly Criterion☆45Aug 15, 2023Updated 2 years ago
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Mar 12, 2021Updated 5 years ago
- Implementation of "A deep solver for BSDEs with jumps"☆17Nov 14, 2024Updated last year
- Univariate_ARIMA_models, ARCH/GARCH Volatility Forecasting models, VAR model for macro fundamentals forecasts☆16Jan 25, 2021Updated 5 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆124May 17, 2024Updated last year
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Implementation of Bayesian PCA [Bishop][1999] And Bayesian Kernel PCA☆13Jan 13, 2021Updated 5 years ago
- Code for WWW-20 Paper: HTML: Hierarchical Transformer-based Multi-task Learning for Volatility Prediction☆62Jan 5, 2024Updated 2 years ago
- High-Frequency Trading (HFT) order matching engine optimized for low latency. Features NUMA-aware memory allocation, thread pinning, RDTS…☆22Nov 10, 2025Updated 5 months ago
- This is the official repository of the paper "NRTSI: Non-Recurrent Time Series Imputation"☆15Jun 2, 2023Updated 2 years ago
- Estimators and analysis for extreme value theory (EVT)☆22May 30, 2021Updated 4 years ago
- Chen et al., 2020, Diagnosing tunnel collapse sections based on TBM……, Tunneling and underground space.☆13Dec 14, 2020Updated 5 years ago
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆20Apr 29, 2020Updated 5 years ago
- Customize loss function by taking account of directional loss to make the LSTM model more applicable given limited resources☆16Jun 20, 2020Updated 5 years ago
- Enhanced Portfolio Optimization (EPO)☆18Mar 5, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Supporting repository for ICLR 2017 paper submission.☆16Feb 19, 2017Updated 9 years ago
- Stock Prediction usning Transformer NN☆84Apr 13, 2019Updated 7 years ago
- ☆19May 17, 2020Updated 5 years ago
- Package to build risk model for factor pricing model☆29Jul 26, 2024Updated last year
- 量化研究-多因子模型☆23Jul 26, 2023Updated 2 years ago
- A package to sort stocks into portfolios and calculate weighted-average returns.☆18Jul 24, 2022Updated 3 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆17Nov 28, 2017Updated 8 years ago
- ☆11Nov 13, 2024Updated last year
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆11Mar 12, 2021Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- 🐮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
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆28Jul 16, 2023Updated 2 years ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆24Apr 6, 2021Updated 5 years ago
- A Rust library for the Hyperliquid API☆25Sep 19, 2024Updated last year
- Official code repository for paper "VisionTS++: Cross-Modal Time Series Foundation Model with Continual Pre-trained Visual Backbones"☆34Nov 9, 2025Updated 5 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆102May 16, 2025Updated 10 months ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated last year