Alternatives and similar repositories for Kaggle-Jane-Street-AE-MLP-xgb-TOP1

Users that are interested in Kaggle-Jane-Street-AE-MLP-xgb-TOP1 are comparing it to the libraries listed below

• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆124Updated 5 years ago
• TCtobychen / ListFold
  ☆55Updated 4 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆66Updated 4 years ago
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆86Updated last year
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆208Updated 2 years ago
• lorenzolucchese / deepOBs
  The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.
  ☆55Updated 2 years ago
• LeonardoBerti00 / TransLOB-Transformers-for-limit-order-books-
  Pytorch implementation of TransLOB from Transformer for limit order books
  ☆29Updated 2 years ago
• rkohli3 / TSMOM
  Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
  ☆69Updated 6 months ago
• lich99 / Stock_CNN
  Implementation of (Re-)Imag(in)ing Price Trends
  ☆83Updated 3 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆67Updated 2 months ago
• Yoontae6719 / SimStock-Representation-Model-for-Stock-Similarities
  Official Implementation of SimStock : Representation Model for Stock Similarities
  ☆86Updated last year
• TradeMaster-NTU / fintech-literature
  Fintech literature, including journal, conference, book and useful links
  ☆99Updated 3 years ago
• rian-dolphin / stock-embeddings
  Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets
  ☆80Updated last year
• Jeonghwan-Cheon / lob-deep-learning
  Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…
  ☆136Updated 2 years ago
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆90Updated 4 years ago
• LeonardoBerti00 / Axial-LOB-High-Frequency-Trading-with-Axial-Attention
  Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'
  ☆59Updated 2 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆92Updated 2 years ago
• ytliu74 / FactorVAE
  Reproduce AAAI22-FactorVAE
  ☆68Updated 2 years ago
• JDE65 / CustomLoss
  Custom Loss functions for asset return prediction with deep learning regression
  ☆36Updated 3 years ago
• The-FinAI / trials
  Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…
  ☆129Updated 2 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆91Updated 6 years ago
• rosie068 / BARRA_risk
  A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…
  ☆71Updated 4 years ago
• ChunhanLi / 9th-kaggle-optiver-trading-close
  ☆69Updated last year
• AutoAlpha2022 / AutoAlpha
  通过遗传算法、强化学习来自动选择高频因子
  ☆24Updated 2 years ago
• matteoprata / LOBCAST
  LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈
  ☆115Updated last year
• zhanghaitao1 / awesome-quant-papers
  This repository hosts my reading notes for academic papers.
  ☆91Updated 4 years ago
• Leefinance / Quantitative-finance-papers-using-deep-learning
  ☆158Updated 2 years ago
• yinsenm / gerber
  Gerber robust statistics for portfolio optimization
  ☆62Updated 3 years ago
• YuxuanXiu / Financial-Time-Series-Trend-Labeling
  This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…
  ☆49Updated 10 months ago
• philipperemy / lead-lag
  Estimation of the lead-lag parameter from non-synchronous data.
  ☆133Updated 8 months ago