TCtobychen / ListFold
โ48Updated 4 years ago
Alternatives and similar repositories for ListFold:
Users that are interested in ListFold are comparing it to the libraries listed below
- Custom Loss functions for asset return prediction with deep learning regressionโ34Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategiesโ75Updated last year
- ๐๐จ Deep Momentum Networks for Time Series Strategiesโ117Updated 4 years ago
- Multi Task Learning Time Series Momentumโ19Updated 10 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Foโฆโ28Updated last month
- โ48Updated 2 years ago
- Reproduce AAAI22-FactorVAEโ59Updated last year
- Official Implementation of SimStock : Representation Model for Stock Similaritiesโ77Updated 9 months ago
- ๅบไบๅบๅ ่กจ่พพๅผ่งๅ็ฎๆณ็ๅ ๅญๆๆโ29Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Scienceโ79Updated 2 years ago
- Gerber robust statistics for portfolio optimizationโ57Updated 2 years ago
- โ27Updated last year
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategyโ61Updated 4 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposesโ65Updated 3 years ago
- โ21Updated last year
- The implementation of "modeling financial time-series with generative adversarial networks"โ62Updated 2 years ago
- Literature survey of order execution strategies implemented in pythonโ41Updated 4 years ago
- โ30Updated 2 months ago
- Backtest Framework designed by YuminQuant&Yumin.โ17Updated 7 months ago
- A Higher-order HMM with EM algo.โ15Updated 2 years ago
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on โฆโ13Updated last year
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensionaโฆโ29Updated last year
- Implementation of (Re-)Imag(in)ing Price Trendsโ63Updated 2 years ago
- The source code for the paperโ21Updated last year
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limiโฆโ55Updated 2 years ago
- โ20Updated 2 months ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.โ83Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'โ52Updated last year
- High frequency factors based on order and trade data.โ44Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.โ41Updated last year