FernandoDeMeer / Mitigating-Overfitting-Experiment
Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"
☆37Updated 2 years ago
Alternatives and similar repositories for Mitigating-Overfitting-Experiment:
Users that are interested in Mitigating-Overfitting-Experiment are comparing it to the libraries listed below
- Demo for the application of RL to non-stationary effects☆45Updated 4 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆59Updated 2 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- Python Code used in publications, for archival purposes only☆20Updated last year
- Deep Reinforcement Learning For Trading☆106Updated 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…☆36Updated 2 months ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- ☆27Updated 6 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆64Updated last year
- ☆34Updated last year
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- Portfolio optimization with cvxopt☆37Updated 2 months ago
- finance☆43Updated 7 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Dynamic lead/lag inference for time series☆16Updated 6 years ago
- Hierarchical Risk Parity☆28Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- ☆35Updated 7 years ago
- The implementation of "modeling financial time-series with generative adversarial networks"☆62Updated 2 years ago
- Models and programs developed as part of XTX Forecastin Challenge 2019☆26Updated last year
- Deep learning modelling of orderbooks☆95Updated 4 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆37Updated last year
- archiving old code☆26Updated 7 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 6 months ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago