Multi-Factor Stock Profit Prediction Using EMD-ALSTM
☆29Oct 21, 2019Updated 6 years ago
Alternatives and similar repositories for EMD-ALSTM-Multi-Factor-Stock-Profit-Prediction
Users that are interested in EMD-ALSTM-Multi-Factor-Stock-Profit-Prediction are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆23Feb 14, 2020Updated 6 years ago
- ☆11Oct 24, 2025Updated 8 months ago
- An implementation of DDPG using PyTorch for algorithmic trading on Chinese SH50 stock market.☆33Jun 8, 2020Updated 6 years ago
- This project uses LSTM and Convolutional time series models to predict and forecast Google and Alibaba cluster traces☆10Dec 4, 2020Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Feb 24, 2019Updated 7 years ago
- Gathered, cleaned and transformed stock price, balance sheet, income and cash flow statements data for 629 companies. Built a neural netw…☆12Apr 28, 2020Updated 6 years ago
- An Empirical Study of Optimal Combination of Algorithms for Prediction-Based Portfolio Optimization Model using Machine Learning over Co…☆11Jun 15, 2022Updated 4 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆48Feb 5, 2020Updated 6 years ago
- Time-Series Momentum Strategies☆12Jul 20, 2018Updated 7 years ago
- Code and data for Distributional Correlation–Aware Knowledge Distillation for Stock Trading Volume Prediction (ECML-PKDD 22)☆16Sep 6, 2022Updated 3 years ago
- stock prediction with GAN and WGAN☆106Oct 3, 2022Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Dec 15, 2019Updated 6 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- ☆10Nov 16, 2021Updated 4 years ago
- Python code for dynamic facctor model. (Preliminary and in progress)☆22Dec 2, 2017Updated 8 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- Temporal Convolutional Neural Net for stock selection, using a Genetic Algorithm for feature selection☆33Oct 12, 2020Updated 5 years ago
- Classical Fama French Three Factor Model.☆23Sep 19, 2020Updated 5 years ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆19Nov 2, 2022Updated 3 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- MRC-LSTM: A Hybrid Approach of Multi-scale Residual CNN and LSTM to Predict Bitcoin Price☆11Jun 13, 2022Updated 4 years ago
- Implementation of our paper "Wasserstein Adversarial Transformer for Cloud Workload Prediction"☆32Dec 8, 2021Updated 4 years ago
- Personal Trading System for Crypto Currency☆16Nov 26, 2019Updated 6 years ago
- Stock selection and portfolio performance based on ESG Scores☆14Mar 16, 2021Updated 5 years ago
- ☆12Dec 1, 2016Updated 9 years ago
- This project is about the undergraduate thesis, the main idea is about route allocation algorithm.☆11Mar 28, 2020Updated 6 years ago
- This repo contains the implementation of deep reinforcement learning (DRL) algorithms for virtual machine rescheduling in data centers.☆12Dec 2, 2022Updated 3 years ago
- ☆29Nov 23, 2019Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- This repository compares the performance of 8 different regression loss functions used in Time Series Forecasting using Temporal Fusion…☆25Feb 21, 2025Updated last year
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Aug 9, 2022Updated 3 years ago
- RL and MARL from Mobile Edge Computing Load Optimization☆12Jun 28, 2023Updated 3 years ago
- A framework that exploits the potentials of distributed federated learning and double deep Q-networks to minimize joint energy and delay …☆11Apr 21, 2021Updated 5 years ago
- Prediction-Based Dual-Weight Switch Migration Scheme for SDN Load Balancing☆10Nov 23, 2021Updated 4 years ago
- 建立级联网络失效模型,在已知地铁运行的数据下,通过对地铁运行的建模对地铁时刻表进行优化,使得乘客平均等待时间和站点的拥塞次数最少,提高地铁的抗拥塞性能和运营效率☆15Sep 14, 2020Updated 5 years ago
- Using weighted average formula, profit and loss is calculated in Bank Nifty Data of 5 min☆12Sep 30, 2021Updated 4 years ago