MaxMA2000 / Research-on-Stock-Prediction-based-Portfolio-OptimizationLinks
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 3 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:
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 6 years ago
- Quantitative analysis with deep learning prediction and reinforcement learning transactions.☆15Updated 5 years ago
- This project analysed financial data and designed trading strategies by machine learning models.☆10Updated 7 years ago
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆91Updated 4 years ago
- Deep Reinforcement Learning for Stock trading task☆21Updated 4 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Updated 2 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆45Updated 6 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆13Updated 7 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆27Updated last year
- High frequency trading algorithm for Bitmex☆22Updated 5 years ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 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
- Stock Market predictions are one of the most difficult problems to solve, and during the looming days of recession it’s extremely difficu…☆15Updated 5 years ago
- Stock Price Prediction with LSTM and Trading Strategy with Reinforcement Learning☆14Updated 6 years ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 5 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆12Updated 2 years ago
- 📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)☆12Updated 5 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- ☆20Updated 9 years ago
- This project is essentially the implementation of the paper “Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time …☆22Updated 5 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Updated 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…☆15Updated 5 years ago
- https://arxiv.org/abs/2006.04992☆19Updated 4 years ago
- LSTM stock prediction and backtesting☆14Updated 5 years ago
- Time-Series Momentum Strategies☆12Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 4 years ago
- Use graph-based analysis to re-classify stocks and to improve Markowitz portfolio optimization☆19Updated 3 years ago