RyanWangZf / Hurst-exponent-R-S-analysis-Links
Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.
☆53Updated 7 years ago
Alternatives and similar repositories for Hurst-exponent-R-S-analysis-
Users that are interested in Hurst-exponent-R-S-analysis- are comparing it to the libraries listed below
Sorting:
- ☆51Updated 7 years ago
- ARMA-GARCH☆102Updated 2 years ago
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆71Updated 6 years ago
- 多因子选股框架☆27Updated 5 years ago
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆100Updated 4 years ago
- Hidden Markov Model (HMM) based stock forecasting☆103Updated 7 years ago
- Attempt to replicate: A deep learning framework for financial time series using stacked autoencoders and long- short term memory☆93Updated 3 years ago
- RNN - Stock Prediction Model using Attention Multilayer Recurrent Neural Networks with LSTM Cells☆40Updated 8 years ago
- ☆55Updated 4 years ago
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆42Updated 2 years ago
- Calculates the generalized Hurst exponent of a time series☆40Updated 2 years ago
- The source code for the paper☆25Updated 2 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 11 months ago
- A CNN + Auto-Encoder Approach for Predicting Financial Time-Series☆12Updated 6 years ago
- DCC GARCH modeling in Python☆101Updated 5 years ago
- This project aims to predict VOLATILITY S&P 500 (^VIX) time series using LSTM.☆101Updated 5 years ago
- Gerber robust statistics for portfolio optimization☆62Updated 3 years ago
- Recurrent Neural Network for predicting Stock Returns☆124Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- Risk estimation algorithms☆30Updated 7 years ago
- The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".☆33Updated 4 years ago
- ☆14Updated 5 years ago
- ☆25Updated 5 years ago
- We predict stock price with K-means clustering and support vector machine☆17Updated 6 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 5 years ago
- ☆15Updated 4 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Estimation of realized quantities☆18Updated 6 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. C…☆72Updated 5 years ago