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

• TCtobychen / ListFold
  ☆55Updated 4 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆126Updated 5 years ago
• JDE65 / CustomLoss
  Custom Loss functions for asset return prediction with deep learning regression
  ☆36Updated 3 years ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆207Updated 2 years ago
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆86Updated last year
• 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
• TradeMaster-NTU / fintech-literature
  Fintech literature, including journal, conference, book and useful links
  ☆99Updated 3 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆67Updated 5 years ago
• shilewenuw / deep-learning-portfolio-optimization
  ☆73Updated 5 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 last year
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆69Updated 4 months ago
• Yoontae6719 / SimStock-Representation-Model-for-Stock-Similarities
  Official Implementation of SimStock : Representation Model for Stock Similarities
  ☆86Updated last year
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆90Updated 4 years ago
• EduardoRamosP / MultiTransformer
  Transformer and MultiTransformer layers for stock volatility forecasting purposes
  ☆74Updated 4 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
• rian-dolphin / stock-embeddings
  Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets
  ☆81Updated last year
• rkohli3 / TSMOM
  Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
  ☆71Updated 7 months ago
• lich99 / Stock_CNN
  Implementation of (Re-)Imag(in)ing Price Trends
  ☆84Updated 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…
  ☆131Updated 2 years ago
• goiter / CoCPC
  ☆54Updated 3 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆127Updated last year
• AutoAlpha2022 / AutoAlpha
  通过遗传算法、强化学习来自动选择高频因子
  ☆24Updated 3 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆97Updated 2 years ago
• PierreNowi / cs230-project
  Deep Reinforcement Learning Framework for Factor Investing
  ☆30Updated 2 years ago
• lorenzolucchese / deepOBs
  The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.
  ☆59Updated 2 years ago
• scaomath / kaggle-jane-street
  Machine learning models to predict realtime financial market data provided by Jane Street
  ☆50Updated 4 years ago
• yinsenm / gerber
  Gerber robust statistics for portfolio optimization
  ☆62Updated 3 years ago
• zhanghaitao1 / awesome-quant-papers
  This repository hosts my reading notes for academic papers.
  ☆96Updated 4 years ago
• FSUHeting / DL_LOB_Trading_and_MidPirce_Movement
  Deep learning for limit order book trading and mid-price movement
  ☆55Updated 5 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…
  ☆76Updated 5 years ago