KseniaKingsep / quantganLinks
Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]
☆22Updated 4 years ago
Alternatives and similar repositories for quantgan
Users that are interested in quantgan are comparing it to the libraries listed below
Sorting:
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆125Updated last year
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆72Updated 4 years ago
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper☆31Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆124Updated 5 years ago
- stock prediction with GAN and WGAN☆102Updated 2 years ago
- The implementation of "modeling financial time-series with generative adversarial networks"☆62Updated 2 years ago
- Intra day Stock Prediction 10 minutes into the future☆109Updated 6 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆81Updated last year
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 7 months ago
- Market simulator☆60Updated 5 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- Transformers for limit order books☆115Updated 5 years ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆60Updated 5 years ago
- ☆203Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆87Updated 2 years ago
- Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Ana…☆71Updated 5 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆126Updated 5 years ago
- Codes for my thesis project: replicating and modifying quant GANs.☆18Updated 4 years ago
- Reproduce AAAI22-FactorVAE☆67Updated last year
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆30Updated 5 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆71Updated last year
- Stock price prediction using a Temporal Fusion Transformer☆111Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆84Updated last year
- A curated list of resources dedicated to Deep Hedging☆85Updated 2 years ago
- ☆22Updated last year
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆161Updated 4 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆36Updated 6 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆83Updated 7 months ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆116Updated 4 years ago