LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLLinks
Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series
☆13Updated 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
Sorting:
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆19Updated 2 years ago
- Code to support my Master's thesis☆22Updated 2 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Updated 2 years ago
- ☆19Updated 8 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆19Updated last year
- Multi Task Learning Time Series Momentum☆24Updated last year
- Pytorch implementation of TransLOB from Transformer for limit order books☆29Updated 2 years ago
- ☆16Updated 4 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆55Updated 2 years ago
- Blaze☆16Updated 4 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 9 months ago
- Time-Series Momentum Strategies☆12Updated 7 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Updated 6 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Updated 4 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆15Updated 5 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 3 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆36Updated 5 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆26Updated 8 months ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Updated 5 years ago
- ☆19Updated 7 months ago
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- DeepLOB Implementation on Bitcoin Perpetual Data☆27Updated 2 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆12Updated 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…☆15Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆59Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Accepted at WWW 25 Industrial Track (oral)☆16Updated 6 months ago
- Mean-Variance Optimization using DL (pytorch)☆32Updated 3 years ago