Alternatives and similar repositories for temporalCN

Users that are interested in temporalCN are comparing it to the libraries listed below

• ICascha / QuantGANs-replication
  Codes for my thesis project: replicating and modifying quant GANs.
  ☆17Updated 3 years ago
• imanolperez / market_simulator
  Market simulator
  ☆60Updated 4 years ago
• KseniaKingsep / quantgan
  Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]
  ☆21Updated 3 years ago
• stakahashy / fingan
  The implementation of "modeling financial time-series with generative adversarial networks"
  ☆62Updated 2 years ago
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆119Updated last year
• 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…
  ☆72Updated 4 years ago
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆14Updated 9 months 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.
  ☆29Updated 4 years ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆63Updated last year
• rotmanfinhub / gamma-vega-rl-hedging
  ☆35Updated last year
• tdmdal / rl-hedge-2019
  ☆50Updated 4 years ago
• kaaaylaaa / causality-based-trading
  ☆20Updated 7 months ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆50Updated 2 years ago
• CFMTech / Deep-RL-for-Portfolio-Optimization
  Deep Reinforcement Learning for Portfolio Optimization
  ☆123Updated 5 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆122Updated 5 years ago
• ytliu74 / FactorVAE
  Reproduce AAAI22-FactorVAE
  ☆66Updated last year
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆73Updated 6 months ago
• dkyol / Asset-Pricing-Model
  PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
  ☆42Updated 5 years ago
• gregzanotti / dlsa-public
  Deep Learning Statistical Arbitrage
  ☆234Updated 2 years ago
• HeKrRuTe / OptStopRandNN
  code for "Optimal Stopping via Randomized Neural Networks"
  ☆56Updated last year
• EduardoRamosP / MultiTransformer
  Transformer and MultiTransformer layers for stock volatility forecasting purposes
  ☆69Updated 3 years ago
• vanessa-pizante / Deep-Optimal-Stopping
  Deep Optimal Stopping Project
  ☆15Updated 6 years ago
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆133Updated 3 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆79Updated 6 months ago
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆80Updated last year
• svenhsia / Calibrating-Rough-Volatility-Models-with-Deep-Learning
  This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.
  ☆50Updated 6 years ago
• FinancialComputingUCL / LOBFrame
  We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
  ☆167Updated 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
• mChataign / Beyond-Surrogate-Modeling-Learning-the-Local-Volatility-Via-Shape-Constraints
  Repository attached to the paper with the same name.
  ☆21Updated 4 years ago
• chaozhang-ox / Tail-GAN
  code scripts for Tail-GAN: Learning to Simulate Tail Risk Scenarios
  ☆17Updated last month