LCfP / Agent-Based-Stock-Market-ModelLinks
This repository contains the agent-based stock market model
☆22Updated 7 years ago
Alternatives and similar repositories for Agent-Based-Stock-Market-Model
Users that are interested in Agent-Based-Stock-Market-Model are comparing it to the libraries listed below
Sorting:
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Updated 2 years ago
- finance☆43Updated 8 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Fuzzy Moving Average System with Genetic Algorithm Optimisation for Trading Crude Palm Oil Futures☆26Updated 6 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 7 years ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆43Updated 3 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆52Updated 5 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 4 months ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆94Updated 3 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆44Updated 6 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆54Updated 7 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆21Updated 6 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 8 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago