Alternatives and similar repositories for QuantGANs-replication

Users that are interested in QuantGANs-replication are comparing it to the libraries listed below

• JamesSullivan / temporalCN
  Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper
  ☆33Updated last year
• KseniaKingsep / quantgan
  Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]
  ☆22Updated 4 years ago
• CasperHogenboom / WGAN_financial_time-series
  Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Ana…
  ☆71Updated 5 years ago
• stakahashy / fingan
  The implementation of "modeling financial time-series with generative adversarial networks"
  ☆64Updated 2 years ago
• imanolperez / market_simulator
  Market simulator
  ☆61Updated 5 years ago
• SigCGANs / Conditional-Sig-Wasserstein-GANs
  ☆135Updated last year
• pfnet-research / NoTransactionBandNetwork
  Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".
  ☆31Updated 4 years ago
• DeepIntoStreams / Evaluation-of-Time-Series-Generative-Models
  Pipeline for Time Series Generation with Comprehensive Evaluation Metrics
  ☆44Updated 10 months ago
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆135Updated last year
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆55Updated 2 years ago
• EduardoRamosP / MultiTransformer
  Transformer and MultiTransformer layers for stock volatility forecasting purposes
  ☆73Updated 4 years ago
• ytliu74 / FactorVAE
  Reproduce AAAI22-FactorVAE
  ☆68Updated 2 years ago
• dkyol / Asset-Pricing-Model
  PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
  ☆52Updated 5 years ago
• CFMTech / Deep-RL-for-Portfolio-Optimization
  Deep Reinforcement Learning for Portfolio Optimization
  ☆129Updated 5 years ago
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆17Updated last year
• vanessa-pizante / Deep-Optimal-Stopping
  Deep Optimal Stopping Project
  ☆15Updated 6 years ago
• kaaaylaaa / causality-based-trading
  ☆22Updated last year
• SigCGANs / Sig-Wasserstein-GANs
  ☆29Updated 2 years ago
• passalis / dain
  Deep Adaptive Input Normalization for Time Series Forecasting
  ☆133Updated 4 years ago
• alexandrecarbonneau / Deep-Hedging-of-Long-Term-Financial-Derivatives
  This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.
  ☆33Updated 5 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆124Updated 5 years ago
• pfnet-research / pfhedge
  PyTorch-based framework for Deep Hedging
  ☆329Updated last year
• YuMan-Tam / deep-hedging
  Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
  ☆162Updated 4 years ago
• convexfi / intradayModel
  Modeling of intraday volatility and volume in financial markets
  ☆16Updated 2 years ago
• sydney-machine-learning / Bayesianneuralnet_stockmarket
  Bayesian neural network with Parallel Tempering MCMC for Stock Market Prediction
  ☆41Updated 4 years ago
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆62Updated 2 years ago
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆86Updated last year
• KangOxford / AlphaTrade
  JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
  ☆130Updated this week
• jsg71 / Deep-Hedging
  ☆152Updated 5 years ago
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆83Updated 11 months ago