Leefinance / Quantitative-finance-papers-using-deep-learningLinks
☆156Updated 2 years ago
Alternatives and similar repositories for Quantitative-finance-papers-using-deep-learning
Users that are interested in Quantitative-finance-papers-using-deep-learning are comparing it to the libraries listed below
Sorting:
- Deep Learning Statistical Arbitrage☆245Updated 3 years ago
- This repository hosts my reading notes for academic papers.☆89Updated 4 years ago
- Implementation of 5-factor Fama French Model☆135Updated 4 years ago
- World Quant 101 alphas的计算和策略化☆301Updated 8 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆376Updated 7 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Updated 4 years ago
- ☆73Updated 5 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆140Updated 4 years ago
- ☆355Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆129Updated 5 years ago
- Supplemental Material for Algorithmic Trading and Quantitative Strategies☆300Updated 4 years ago
- We implement the paper: Deep Learning Volatility☆198Updated 5 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.☆202Updated last year
- ☆207Updated 2 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆158Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆259Updated 2 years ago
- Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn☆106Updated 4 years ago
- ☆215Updated 8 years ago
- CS7641 Team project☆97Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆86Updated 3 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆217Updated 4 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- three stochastic volatility model: Heston, SABR, SVI☆91Updated 6 years ago
- Barra-Multiple-factor-risk-model☆145Updated 8 years ago
- experiments with pair trading☆323Updated 10 months ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆65Updated last month
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆292Updated 4 years ago