MingjieWang0606 / Kaggle-Jane-Street-AE-MLP-xgb-TOP1Links
1th: Kaggle Jane Street Market Prediction: AE MLP+xgb
โ47Updated 3 years ago
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
Sorting:
- โ54Updated 4 years ago
- ๐๐จ Deep Momentum Networks for Time Series Strategiesโ124Updated 5 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategiesโ85Updated last year
- Implementation of (Re-)Imag(in)ing Price Trendsโ80Updated 3 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trendsโ64Updated last month
- This repo contains some codes and outputs of my implementation of DeepLOB model.โ87Updated 4 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategyโ66Updated 4 years ago
- โ73Updated 5 years ago
- ้่ฟ้ไผ ็ฎๆณใๅผบๅๅญฆไน ๆฅ่ชๅจ้ๆฉ้ซ้ขๅ ๅญโ23Updated 2 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarโฆโ128Updated 2 years ago
- Custom Loss functions for asset return prediction with deep learning regressionโ36Updated 3 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.โ67Updated 5 months ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'โ58Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.โ53Updated 2 years ago
- Deep learning for limit order book trading and mid-price movementโ56Updated 5 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Cโฆโ69Updated 4 years ago
- โ206Updated 2 years ago
- ๅบไบๅบๅ ่กจ่พพๅผ่งๅ็ฎๆณ็ๅ ๅญๆๆโ33Updated 4 years ago
- Deep Reinforcement Learning Framework for Factor Investingโ29Updated 2 years ago
- โ54Updated 3 years ago
- This repository hosts my reading notes for academic papers.โ89Updated 4 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assetsโ78Updated 10 months ago
- Notes on Advances in Financial Machine Learningโ82Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Scienceโ92Updated 2 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Pythonโ92Updated 4 years ago
- Implemented some mathematical processings used in the Barra risk modelโ30Updated 2 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. ๐ค๐โ110Updated last year
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Preโฆโ49Updated 9 months ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"โ68Updated 2 years ago
- Pytorch implementation of TransLOB from Transformer for limit order booksโ27Updated 2 years ago