MaxMA2000 / Research-on-Stock-Prediction-based-Portfolio-Optimization
An Empirical Study of Optimal Combination of Algorithms for Prediction-Based Portfolio Optimization Model using Machine Learning over Covid-19 Period using HK stock market
☆11Updated 2 years ago
Alternatives and similar repositories for Research-on-Stock-Prediction-based-Portfolio-Optimization
Users that are interested in Research-on-Stock-Prediction-based-Portfolio-Optimization are comparing it to the libraries listed below
Sorting:
- https://arxiv.org/abs/2006.04992☆19Updated 3 years ago
- Compilation of technical analysis tools (EMA, Bollinger bands), fundamental analysis, machine learning models (LSTM, Random forest, ARIMA…☆13Updated 3 years ago
- Quantitative analysis with deep learning prediction and reinforcement learning transactions.☆15Updated 4 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 …☆15Updated 6 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆32Updated 6 years ago
- ☆18Updated 8 years ago
- Stock Prediction with XGBoost: A Technical Indicators' approach☆28Updated 6 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 6 years ago
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆21Updated 7 years ago
- Implementation of algorithmic trading using reinforcement learning.☆28Updated 4 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
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 5 years ago
- quantitative asset allocation strategy☆26Updated 3 months ago
- Calculate technical indicators from historical stock data Create features and targets out of the historical stock data. Prepare features …☆31Updated 6 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Quantlib是一个个人维护、使用的量化模块,主要用于金融数据的获取、清洗、变换和分析等功能。☆21Updated 7 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…☆12Updated 4 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆34Updated last year
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆60Updated 3 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆57Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- Stock Market Price Prediction: Used machine learning algorithms such as Linear Regression, Logistics Regression, Naive Bayes, K Nearest N…☆25Updated 4 years ago