KirkHadley / SectorRotationLinks
RF + GBM + ARIMA/NN Hybrid ensemble for predicting 6-month returns for the 9 sector ETFs plus IYZ
☆24Updated 11 years ago
Alternatives and similar repositories for SectorRotation
Users that are interested in SectorRotation are comparing it to the libraries listed below
Sorting:
- 📈 Stock embeddings based on PE context☆74Updated 8 years ago
- L1 Trend Filtering☆19Updated last year
- ☆25Updated 10 years ago
- Random Forest Learner to predict stock prices☆13Updated 12 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 9 years ago
- Time Series Prediction: A Non Linear Approach with Neural Networks☆33Updated 9 years ago
- Tensorflow for Time Series Applications☆68Updated 7 years ago
- Code for Kaggle's Default Loan Prediction - Imperial College London challenge.☆29Updated 11 years ago
- Data mining project to predict stock prices on basis of sentiments.☆11Updated 9 years ago
- an implementation of reinforcement learning problem, stock prices☆10Updated 9 years ago
- Pythonic S&P 500 Index Prediction (Portfolio Project at DSR)☆27Updated 11 years ago
- My 2nd place submission (working with Kevin Goetsch) out of 28 teams at the Kaggle competition at PyCon2015.☆23Updated 10 years ago
- A library for stock market analysis and automated trading, powered by sklearn.☆43Updated 10 years ago
- Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history☆38Updated 8 years ago
- Algorithmic Trading Challenge implemented as part of the term project for Foundations of Machine Learning at NYU Courant in Fall 2016 (ht…☆27Updated 4 years ago
- Code to munge data between Kaggle .tsv Rotten Tomatoes Sentiment Analysis data set and Vowpal Wabbit☆24Updated 11 years ago
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆17Updated 10 years ago
- Python notebooks for demonstrating various ideas, APIs, libraries.☆33Updated 8 years ago
- A helper library for data science pipeline☆36Updated 6 years ago
- Machine Learning for Financial Market Prediction☆59Updated 7 years ago
- ☆25Updated 9 years ago
- GEFCom 2012 Wind Forecast - 1st place☆24Updated 12 years ago
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Updated 11 years ago
- Kaggle competition results☆20Updated 7 years ago
- Generate images of neural network achitectures.☆19Updated 8 years ago
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- Capstone Project for the Machine Learning Nanodegree. Used Deep Q Learning to create an agent that trade stocks.☆16Updated 9 years ago
- Hawkes Process Estimation☆52Updated 11 years ago
- Amazon access control challenge☆25Updated 11 years ago
- Timeseries Forecasting via Recurrent Neural Nets [Keras + Theano]☆34Updated 9 years ago