JDE65 / CustomLossLinks
Custom Loss functions for asset return prediction with deep learning regression
☆36Updated 3 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…☆49Updated 9 months ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆53Updated 2 years ago
- 🚂 💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- ☆54Updated 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.☆50Updated 5 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆85Updated last year
- ☆37Updated 2 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆88Updated 4 years ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆47Updated 3 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆86Updated last year
- Blaze☆16Updated 4 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆26Updated 7 months ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆65Updated 2 years ago
- A Higher-order HMM with EM algo.☆16Updated 3 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆68Updated 2 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 2 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆73Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- The source code for the paper☆24Updated 2 years ago
- Transformers for limit order books☆116Updated 5 years ago
- ☆34Updated 9 months ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Calibrates microprice model to BitMEX quote data☆61Updated 4 years ago
- Deep learning for limit order book trading and mid-price movement☆56Updated 5 years ago
- Gerber robust statistics for portfolio optimization☆62Updated 3 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆128Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆119Updated last year