NikoLee18 / silly_HOHMMLinks
A Higher-order HMM with EM algo.
☆16Updated 3 years ago
Alternatives and similar repositories for silly_HOHMM
Users that are interested in silly_HOHMM are comparing it to the libraries listed below
Sorting:
- Blaze☆15Updated 4 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- The source code for the paper☆21Updated last year
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆47Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 多因子选股框架☆23Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- High Frequency Jump Prediction Project☆36Updated 5 years ago
- 多因子模型相关☆22Updated 4 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 10 months ago
- High Frequency Trading Strategies☆45Updated 7 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated 10 months ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆47Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆21Updated last year
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆34Updated 2 years ago
- ☆51Updated 4 years ago
- tools for alpha research☆23Updated 7 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆57Updated 2 years ago
- 一些研报的复现☆12Updated 6 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- Multi Task Learning Time Series Momentum☆21Updated last year
- Market making strategies and scientific papers☆13Updated last year
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆14Updated last year
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 3 years ago