LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLView on GitHub
Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series
☆14Aug 12, 2024Updated last year
Alternatives and similar repositories for Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABL
Users that are interested in Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABL are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Code for optimal execution☆12Oct 29, 2020Updated 5 years ago
- Reinforcement Learning framework to make synthetic experiments in the financial domain☆23Jul 18, 2023Updated 2 years ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆16Feb 16, 2024Updated 2 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- ☆130Jan 9, 2025Updated last year
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆60Apr 6, 2023Updated 2 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆37Apr 28, 2019Updated 6 years ago
- ☆34May 27, 2020Updated 5 years ago
- 📈 Free crypto market data (worth $500+/mo) for ML & research. Star ⭐ to keep it free!☆24Jan 23, 2026Updated 2 months ago
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆14Apr 8, 2023Updated 2 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆25Mar 27, 2023Updated 3 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 2 years ago
- LSTM neural network predicting price movements of Bitcoin, backtesting and visualisations.☆21Jan 17, 2023Updated 3 years ago
- NordVPN Special Discount Offer • AdSave on top-rated NordVPN 1 or 2-year plans with secure browsing, privacy protection, and support for for all major platforms.
- A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics☆14Jul 1, 2022Updated 3 years ago
- ☆36Aug 29, 2022Updated 3 years ago
- Training and evaluation of Deep Reinforcement Learning cruptocurrency trading agent.☆21Jun 6, 2022Updated 3 years ago
- Testing and implementation of ML algorithms for the analysis of cryptocurrency trends.☆11Feb 20, 2024Updated 2 years ago
- Docker Rclone Build Repo☆12Jun 17, 2020Updated 5 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆74Apr 18, 2023Updated 2 years ago
- Build your own historical Limit Order Book dataset☆48Jun 26, 2021Updated 4 years ago
- Enable Structural Pattern Matching for Python regular expressions☆24Nov 19, 2024Updated last year
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- 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.
- Model news data in short, medium and long term for stock price trend prediction☆20Feb 12, 2018Updated 8 years ago
- Actor Critic using Kronecker-Factored Trust Region☆19Jul 3, 2018Updated 7 years ago
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆24Nov 16, 2018Updated 7 years ago
- The python notebook is on googles new collabatory tool. Its a churn model being run on 3 different algorithms to compare.☆10Mar 3, 2018Updated 8 years ago
- ☆32Jul 16, 2020Updated 5 years ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- ☆56Jul 15, 2020Updated 5 years ago
- ☆25May 1, 2025Updated 10 months ago
- DXGICaptureSample☆14Aug 25, 2016Updated 9 years ago
- NordVPN Special Discount Offer • AdSave on top-rated NordVPN 1 or 2-year plans with secure browsing, privacy protection, and support for for all major platforms.
- Alpha191☆13May 23, 2022Updated 3 years ago
- Connecting MLJ and MLFlow☆13Mar 18, 2026Updated last week
- Jurik Moving Average☆13Dec 19, 2020Updated 5 years ago
- ☆11Dec 3, 2020Updated 5 years ago
- 股票数据收集项目☆13Jun 23, 2022Updated 3 years ago
- Research on quantitative trading system based on backtrader framework☆25Apr 13, 2020Updated 5 years ago
- Parameter Efficient Deep Probabilistic Forecasting☆14Jan 8, 2022Updated 4 years ago