NoOneUST / Stock-Price-Prediction-LSTM-and-Trading-Strategy-Reinforcement-LearningLinks
Stock Price Prediction with LSTM and Trading Strategy with Reinforcement Learning
☆14Updated 5 years ago
Alternatives and similar repositories for Stock-Price-Prediction-LSTM-and-Trading-Strategy-Reinforcement-Learning
Users that are interested in Stock-Price-Prediction-LSTM-and-Trading-Strategy-Reinforcement-Learning are comparing it to the libraries listed below
Sorting:
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 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☆10Updated 9 months ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Trend Prediction for High Frequency Trading☆41Updated 2 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 4 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆19Updated 6 years ago
- Automated FOREX trading using recurrent reinforcement learning☆33Updated 2 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 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…☆13Updated 3 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆34Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆13Updated 6 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆33Updated 6 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 6 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- 多因子选股框架☆23Updated 4 years ago
- High Frequency Jump Prediction Project☆36Updated 5 years ago
- A DQN agent that optimally hedges an options portfolio.☆24Updated 5 years ago
- Blaze☆15Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- ☆19Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- Exploring actor critic deep reinforcement learning methods for maximizing profits by learning stock trading strategies☆11Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- Tracking S&P 500 index with deep learning model☆12Updated last year
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago