FernandoDeMeer / Mitigating-Overfitting-Experiment
Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"
☆37Updated last year
Alternatives and similar repositories for Mitigating-Overfitting-Experiment:
Users that are interested in Mitigating-Overfitting-Experiment are comparing it to the libraries listed below
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- Demo for the application of RL to non-stationary effects☆45Updated 4 years ago
- ☆27Updated 6 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆59Updated 2 years ago
- Hedging portfolios with reinforcement learning.☆34Updated 7 years ago
- 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
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 5 years ago
- Deep Reinforcement Learning For Trading☆105Updated last year
- Materials for blogs and conferences☆67Updated 3 years ago
- ☆72Updated 2 years ago
- finance☆43Updated 7 years ago
- ☆41Updated 3 years ago
- ☆33Updated last year
- Stochastic volatility models☆18Updated 6 years 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
- Skillset Challenge for the Apprenticeship Program☆20Updated 3 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- A financial trading method using machine learning.☆60Updated last year
- Algorithmic multi-greek hedges using Python☆18Updated 4 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Updated 6 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆23Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Deep Q-Learning for Market Making☆119Updated 6 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 2 years ago
- Dynamic lead/lag inference for time series☆15Updated 6 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆64Updated last year
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆62Updated 7 months ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆34Updated 2 months ago
- Deep q learning on determining buy/sell signal and placing orders☆48Updated 5 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆38Updated last year