LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABL
Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series
☆10Updated 8 months ago
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
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆13Updated last year
- Code to support my Master's thesis☆19Updated last year
- Multi Task Learning Time Series Momentum☆20Updated 11 months ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆11Updated 2 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆17Updated 7 months ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆43Updated last year
- Pytorch implementation of TransLOB from Transformer for limit order books☆25Updated last year
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆14Updated 2 months ago
- ☆15Updated 3 years ago
- Blaze☆14Updated 3 years ago
- ☆18Updated 8 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆55Updated 2 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆18Updated last year
- ☆12Updated 5 months ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆22Updated last year
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 4 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆29Updated 4 years ago
- Alpha mining with DEAP-based genetic programming.☆9Updated last year
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆34Updated 5 years ago
- Markov decision processes under model uncertainty☆15Updated 2 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last month
- An implementation of a stock market trading bot, which uses Deep Q Learning☆23Updated 2 years ago
- ☆14Updated 4 years ago
- ☆30Updated 3 months ago