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
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 deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 2 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29May 25, 2023Updated 2 years ago
- Accepted at WWW 25 Industrial Track (oral)☆18Jun 6, 2025Updated 8 months ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 5 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆16Nov 20, 2020Updated 5 years ago
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆14Aug 12, 2024Updated last year
- ☆24May 1, 2025Updated 10 months ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated last year
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆17Sep 5, 2025Updated 5 months ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆19Sep 24, 2024Updated last year
- ☆34May 20, 2024Updated last year
- This repo contains my reimplementation and improvement of DeepLOB model.☆31Apr 22, 2021Updated 4 years ago
- ☆35Jan 1, 2025Updated last year
- Multi Task Learning Time Series Momentum☆24May 18, 2024Updated last year
- ☆22Aug 10, 2022Updated 3 years ago
- ☆21Jun 17, 2025Updated 8 months ago
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆23May 3, 2019Updated 6 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆31Oct 7, 2020Updated 5 years ago
- Code for optimal execution☆12Oct 29, 2020Updated 5 years ago
- ☆10Jul 21, 2019Updated 6 years ago
- Benchmarking library for generative models of Limit Order Book data (LOBSTER)☆34Jan 27, 2026Updated last month
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Jul 15, 2020Updated 5 years ago
- 金融计量 基于协整的配对交易☆12Oct 27, 2021Updated 4 years ago
- Apply different deep learning models to limit order book.☆11Mar 6, 2018Updated 7 years ago
- 量化交易☆11Jan 3, 2023Updated 3 years ago
- ☆11Mar 25, 2023Updated 2 years ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Dec 6, 2022Updated 3 years ago
- Testing and implementation of ML algorithms for the analysis of cryptocurrency trends.☆11Feb 20, 2024Updated 2 years ago
- ☆70Feb 27, 2024Updated 2 years ago
- ☆57Feb 7, 2025Updated last year
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- ☆13Mar 31, 2019Updated 6 years ago
- Modular backtesting tools (Python)☆14Aug 18, 2025Updated 6 months 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
- KDD 2024 AQA competition 2nd place solution☆12Jul 21, 2024Updated last year
- Pairs Trading using Unsupervised Clustering and Deep Reinforcement Learning☆11Aug 19, 2023Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Jan 9, 2025Updated last year
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago