FlorinAndrei / fast_feature_selection
Genetic algorithms and CMA-ES (covariance matrix adaptation evolution strategy) for efficient feature selection
☆14Updated 9 months ago
Related projects ⓘ
Alternatives and complementary repositories for fast_feature_selection
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 2 months ago
- Stock Price Prediction with PCA and LSTM☆14Updated 3 years ago
- Probabilistic Forecast of a Multivariate Time Series using the Temporal Fusion Transformer & PyTorch Lightning☆17Updated last year
- ☆26Updated 2 months ago
- A collection of Python notebooks demonstrating the integration of AI with financial strategies.☆13Updated last month
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated last year
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆27Updated last year
- Dynamic lead/lag inference for time series☆15Updated 5 years ago
- Build an algorithm that can predict multiple future states of Limit Order Books using high-frequency, multi-variate, short time-frame dat…☆12Updated last year
- ☆13Updated 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…☆32Updated 2 years ago
- QF-based Hybrid DRL Portfolio Investment System☆12Updated last year
- Advancing in Financial Machine Learning☆16Updated 4 years ago
- Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]☆20Updated 3 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆25Updated last year
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆9Updated 7 years ago
- Pipeline for Time Series Generation with Comprehensive Evaluation Metrics☆36Updated 2 months ago
- A Comparison of LSTMs and Attention Mechanisms for Forecasting Financial Time Series☆70Updated 5 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 7 years ago
- A stock price prediction model based on ARMA and GARCH☆19Updated 5 months ago
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆14Updated 6 years ago
- Non-Linear Covariance Shrinkage☆14Updated 2 years ago
- ☆12Updated 3 years ago
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆12Updated 4 years ago
- Multi-Factor Stock Profit Prediction Using EMD-ALSTM☆27Updated 5 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆16Updated last year
- Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.☆14Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆12Updated last year
- ☆19Updated last week
- detecting regime of financial market☆31Updated 2 years ago