Jingyi-Luo / Stock_Price_Movement_Prediction_RNN_CNN_FFNNLinks
The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using transaction data from the Limit Order Book (LOB).
☆60Updated 3 years ago
Alternatives and similar repositories for Stock_Price_Movement_Prediction_RNN_CNN_FFNN
Users that are interested in Stock_Price_Movement_Prediction_RNN_CNN_FFNN are comparing it to the libraries listed below
Sorting:
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆33Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆45Updated 3 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…☆48Updated 2 months ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆62Updated 5 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆64Updated 4 years ago
- ☆73Updated 3 years ago
- Stock Price prediction using news data. The datasets used consists news and stock price data from 2008 to 2016. The polarity(Subjectivity…☆48Updated 7 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- CS7641 Team project☆95Updated 4 years ago
- ☆23Updated 4 years ago
- Implementing a Generative Adversarial Network on the Stock Market☆120Updated 3 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆83Updated 4 years ago
- High Frequency Trading☆109Updated 7 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Applying Deep Learning and NLP in Quantitative Trading☆106Updated 6 years ago
- Limit Order Book data analysis and modeling using LSTM network☆136Updated 6 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆164Updated 5 years ago
- ☆75Updated last year
- Tracking S&P 500 index with deep learning model☆13Updated last year