SciEcon / SRS2021Links
A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics
☆13Updated 3 years ago
Alternatives and similar repositories for SRS2021
Users that are interested in SRS2021 are comparing it to the libraries listed below
Sorting:
- ☆21Updated 3 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 7 months ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 2 years ago
- Stock Price Prediction☆19Updated last year
- ☆14Updated 5 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆15Updated last month
- TSForecasting: Automated Time Series Forecasting Framework☆29Updated 10 months ago
- ☆10Updated 6 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆14Updated 2 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Updated 5 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆12Updated 2 years ago
- ☆17Updated 2 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 3 years ago
- Alpha model skeletons & examples☆12Updated last year
- ☆10Updated 3 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- 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 last year
- ☆20Updated this week
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆10Updated 2 years ago
- Distributional Gradient Boosting Machines☆27Updated 2 years ago
- A sentiment-driven trading system leveraging FinGPT for real-time financial news and social media sentiment extraction to enhance trading…☆26Updated 9 months ago
- The code for Fuzzy Investment Counselor (FIC) and Markowitz portfolio theory for stock investment☆14Updated 5 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆12Updated 2 years ago
- Forecasting Bitcoin Volatility Spikes from Whale Transactions and Cryptoquant Data Using Synthesizer Transformer Models☆27Updated 2 years ago
- A framework for training and evaluating deep learning models in Quantitative trading domain☆54Updated 5 years ago
- This repo is using imitating learning to optimize portfolio. The code was derived from https://github.com/vermouth1992/drl-portfolio-mana…☆11Updated 6 years ago
- ☆12Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 5 years ago
- FSRL:Financial Strategy Reinforcement Learning.🔥股市量化多策略动态切换方法☆23Updated 7 months ago