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
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 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
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆11Updated 2 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 9 months ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 6 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
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 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-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- Automated FOREX trading using recurrent reinforcement learning☆33Updated 2 years ago
- Deep learning for limit order book trading and mid-price movement☆53Updated 4 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Updated 4 years ago
- ☆19Updated 5 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 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
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- A low frequency statistical arbitrage strategy