Code to support my Master's thesis
☆22Sep 10, 2023Updated 2 years ago
Alternatives and similar repositories for Masters-Project
Users that are interested in Masters-Project are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆30May 25, 2023Updated 3 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 3 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆64Sep 4, 2023Updated 2 years ago
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆24May 3, 2019Updated 7 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Code for optimal execution☆12Oct 29, 2020Updated 5 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆14Feb 25, 2025Updated last year
- Volume Weighted Average Price Optimal Execution☆44Mar 12, 2019Updated 7 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆19Sep 5, 2025Updated 10 months ago
- ☆23Aug 10, 2022Updated 3 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆20Sep 24, 2024Updated last year
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆17Nov 20, 2020Updated 5 years ago
- Transformers for limit order books☆13Jul 25, 2021Updated 4 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆31Oct 7, 2020Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- Financial Prior-Data Fitted Network (regression)☆23Jul 1, 2026Updated 2 weeks ago
- ☆13Mar 25, 2023Updated 3 years ago
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆14Aug 12, 2024Updated last year
- Accepted at WWW 25 Industrial Track (oral)☆18Jun 6, 2025Updated last year
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆23Mar 7, 2024Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆42Nov 21, 2019Updated 6 years ago
- Pairs Trading using Unsupervised Clustering and Deep Reinforcement Learning☆11Aug 19, 2023Updated 2 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆250May 31, 2024Updated 2 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- ☆35Jan 1, 2025Updated last year
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated 2 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆134Aug 31, 2023Updated 2 years ago
- Double Deep Q-Learning for Optimal Execution implementation☆10Apr 30, 2023Updated 3 years ago
- ☆71Feb 27, 2024Updated 2 years ago
- 金融计量 基于协整的配对交易☆12Oct 27, 2021Updated 4 years ago
- The Interactive Frontend Built for Aioquant.☆13May 11, 2022Updated 4 years ago
- ☆34May 20, 2024Updated 2 years ago
- A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics☆14Jul 1, 2022Updated 4 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Apply different deep learning models to limit order book.☆13Mar 6, 2018Updated 8 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆12Aug 22, 2023Updated 2 years ago
- ☆144Jul 19, 2024Updated 2 years ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Dec 6, 2022Updated 3 years ago
- Multi Task Learning Time Series Momentum☆26May 18, 2024Updated 2 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
- ☆21Jun 17, 2025Updated last year