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
☆12Updated 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☆15Updated 2 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆12Updated 2 years ago
- Code to support my Master's thesis☆21Updated 2 years ago
- Blaze☆16Updated 4 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 8 months ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆18Updated last year
- Multi Task Learning Time Series Momentum☆24Updated last year
- Pytorch implementation of TransLOB from Transformer for limit order books☆27Updated 2 years ago
- ☆19Updated 8 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆53Updated 2 years ago
- ☆16Updated 4 years ago
- ☆16Updated 5 months 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
- Deep learning models for high-frequency financial data (limited order book)☆19Updated 6 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 2 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆35Updated 3 years ago
- Time-Series Momentum Strategies☆12Updated 7 years ago
- Deep Reinforcement Learning for Stock trading task☆21Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 3 years ago
- An implementation of a stock market trading bot, which uses Deep Q Learning☆24Updated 2 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Updated 6 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 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
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆24Updated 2 years ago
- Deep learning for limit order book trading and mid-price movement☆56Updated 5 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 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…☆14Updated 4 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 years ago