JINGEWU / Stock-Market-Trend-Analysis-Using-HMM-LSTM
Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory
☆298Updated 2 years ago
Alternatives and similar repositories for Stock-Market-Trend-Analysis-Using-HMM-LSTM:
Users that are interested in Stock-Market-Trend-Analysis-Using-HMM-LSTM are comparing it to the libraries listed below
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆354Updated 6 years ago
- Hidden Markov Model (HMM) based stock forecasting☆100Updated 7 years ago
- experiments with pair trading☆283Updated 3 months ago
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆249Updated 3 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆199Updated 4 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆511Updated last year
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆243Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆377Updated 6 months ago
- Intra day Stock Prediction 10 minutes into the future☆104Updated 5 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆158Updated 5 years ago
- ☆197Updated 2 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆205Updated 2 years ago
- ☆145Updated last year
- World Quant 101 alphas的计算和策略化☆253Updated 8 years ago
- stock☆87Updated 3 years ago
- ☆169Updated last year
- Barra-Multiple-factor-risk-model☆136Updated 7 years ago
- Provide risk forecasts by Barra China Equity Model☆162Updated 6 years ago
- Repository for Going Deeper with Convolutional Neural Network for Stock Market Prediction☆135Updated 9 months ago
- Mostly experiments based on "Advances in financial machine learning" book☆549Updated 4 years ago
- Forecasting directional movements of stock prices for intraday trading using LSTM and random forest☆465Updated 3 years ago
- CS7641 Team project☆93Updated 4 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆259Updated 2 years ago
- Using Transformer deep learning architecture to predict stock prices.☆208Updated 4 months ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆61Updated 4 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆449Updated 3 years ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆481Updated 6 years ago
- PyTrendFollow - systematic futures trading using trend following☆395Updated 6 years ago
- Barra CNE6 因子构建☆283Updated 5 years ago
- Stanford Project: Artificial Intelligence is changing virtually every aspect of our lives. Today’s algorithms accomplish tasks that until…☆264Updated last year