FlorinAndrei / fast_feature_selectionLinks
Genetic algorithms and CMA-ES (covariance matrix adaptation evolution strategy) for efficient feature selection
☆16Updated 4 months ago
Alternatives and similar repositories for fast_feature_selection
Users that are interested in fast_feature_selection are comparing it to the libraries listed below
Sorting:
- Build an algorithm that can predict multiple future states of Limit Order Books using high-frequency, multi-variate, short time-frame dat…☆16Updated 2 years ago
- Pipeline for Time Series Generation with Comprehensive Evaluation Metrics☆46Updated 11 months ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆37Updated last year
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 5 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last year
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆17Updated 3 years ago
- Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.☆15Updated 4 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆32Updated 2 years ago
- 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
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆73Updated 4 years ago
- This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strat…☆25Updated 6 years ago
- QF-based Hybrid DRL Portfolio Investment System☆14Updated 2 years ago
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- Calculate predictive causality between time series using information-theoretic techniques☆109Updated 4 years ago
- Time Series Forecasting with Temporal Fusion Transformer in Pytorch☆12Updated 4 years ago
- ☆40Updated 2 years ago
- Code to support my Master's thesis☆22Updated 2 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆28Updated 2 years ago
- probabilistic forecasting with Temporal Fusion Transformer☆40Updated 3 years ago
- Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.☆17Updated 7 years ago
- Forecasting with Hyper-Trees☆20Updated 5 months ago
- Blaze☆16Updated 4 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆19Updated 2 years ago
- A Comparison of LSTMs and Attention Mechanisms for Forecasting Financial Time Series☆73Updated 7 years ago
- Non-Linear Covariance Shrinkage☆14Updated 4 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated last year
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆15Updated 7 years ago
- Implementation of Log Gaussian Cox Process in Python for Changepoint Detection using GPFlow☆36Updated 2 years ago
- ☆27Updated last year
- ☆13Updated 2 years ago