Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022
☆34Jun 28, 2022Updated 4 years ago
Alternatives and similar repositories for DPML
Users that are interested in DPML are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆15Nov 9, 2022Updated 3 years ago
- Research project implementation for the ICAIF'21 publication and Master's Thesis. ITS-SentARL => Intelligent Trading Systems: A Sentiment…☆44Sep 8, 2024Updated last year
- Volatility models for stock prices using deep learning and mixture models.☆15Aug 20, 2022Updated 3 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆15Nov 13, 2023Updated 2 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆274Mar 19, 2026Updated 4 months ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆634Mar 19, 2026Updated 4 months ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- ☆15Feb 7, 2021Updated 5 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- Alpha model skeletons & examples☆12Nov 8, 2023Updated 2 years ago
- Final Project for FINM33150, University of Chicago, Regression Analysis and Quantitative Trading Strategies☆11Jul 7, 2021Updated 5 years ago
- ☆15Feb 16, 2023Updated 3 years ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆47Mar 23, 2022Updated 4 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Aug 9, 2022Updated 4 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Sep 19, 2023Updated 2 years ago
- Publicly available Bots for trading on delta☆31May 1, 2019Updated 7 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆24May 8, 2024Updated 2 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Vectorized quantile backtesting library☆15May 25, 2023Updated 3 years ago
- ☆10Aug 10, 2021Updated 4 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…☆14Apr 25, 2019Updated 7 years ago
- A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics☆14Jul 1, 2022Updated 4 years ago
- event-driven trading and backtesting engine☆20Nov 25, 2024Updated last year
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆78Aug 1, 2021Updated 5 years ago
- ☆41Oct 1, 2024Updated last year
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Jul 19, 2018Updated 8 years ago
- High Frequency Trading strategies.☆47Dec 16, 2023Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- High-performing deep learning trader on a multithreaded financial exchange simulation.☆21Jul 27, 2026Updated 2 weeks ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- ARMA cell: a modular and effective approach for neural autoregressive modeling☆16May 29, 2024Updated 2 years ago
- todo: desc☆11Aug 12, 2021Updated 4 years ago
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆177Jan 8, 2024Updated 2 years ago
- Repository code to support paper TCHES2020 paper "Remove Some Noise: On Pre-processing of Side-channel Measurements with Autoencoders"☆14Jun 4, 2022Updated 4 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆106Apr 30, 2026Updated 3 months ago