JDE65 / CustomLossLinks
Custom Loss functions for asset return prediction with deep learning regression
☆34Updated 2 years ago
Alternatives and similar repositories for CustomLoss
Users that are interested in CustomLoss are comparing it to the libraries listed below
Sorting:
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆45Updated 5 months ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆47Updated last year
- ☆51Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Updated 5 years ago
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆80Updated last year
- Blaze☆15Updated 4 years ago
- A Higher-order HMM with EM algo.☆16Updated 3 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆122Updated 5 years ago
- Deep learning for limit order book trading and mid-price movement☆53Updated 4 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆29Updated 4 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆83Updated 4 years ago
- Gerber robust statistics for portfolio optimization☆58Updated 2 years ago
- Calibrates microprice model to BitMEX quote data☆57Updated 4 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆63Updated 2 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆22Updated last year
- ☆19Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆84Updated 2 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆15Updated 7 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 4 years ago
- Code to support my Master's thesis☆20Updated last year
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆31Updated last year
- ☆36Updated 2 years ago
- ☆50Updated 4 years ago