TheQuantScientist / PSR-NODELinks
[PACIS 2024] The official repo for the paper: "Phase Space Reconstructed Neural Ordinary Differential Equations Model for Stock Price Forecasting".
☆10Updated 5 months ago
Alternatives and similar repositories for PSR-NODE
Users that are interested in PSR-NODE are comparing it to the libraries listed below
Sorting:
- By combining GARCH(1,1) and LSTM model implementing predictions.☆58Updated 6 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆73Updated 4 years ago
- Project that uses deep learning to forecast stock returns and defines the optimal allocation for a maximum☆22Updated 4 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆129Updated last year
- Developing hybrid deep learning models by integrating Neural networks with (s,e,t)GARCH models to predict volatility in the Indian Commod…☆19Updated 4 years ago
- Stock price prediction using a Temporal Fusion Transformer☆117Updated 2 years ago
- A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting☆45Updated 3 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆74Updated 4 years ago
- This project seeks to utilize Deep Learning models, Long-Short Term Memory (LSTM) Neural Networks to predict stock prices.☆86Updated 4 years ago
- In this project, we implement and compare the performance of several machine learning and deep learning algorithms in predicting the US s…☆55Updated 4 years ago
- ☆22Updated last year
- An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter no…☆15Updated 4 years ago
- ARIMA & GARCH models for stock price prediction☆21Updated 5 years ago
- Developing Deep learning LSTM, BiLSTM models, and NeuralProphet for multi-step time-series forecasting of stock price.☆79Updated 3 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆85Updated 3 years ago
- kennedyCzar / STOCK-RETURN-PREDICTION-USING-KNN-SVM-GUASSIAN-PROCESS-ADABOOST-TREE-REGRESSION-AND-QDAForecast stock prices using machine learning approach. A time series analysis. Employ the Use of Predictive Modeling in Machine Learning …☆134Updated 3 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆86Updated 3 years ago
- A stock price prediction model based on ARMA and GARCH☆23Updated last year
- quantitative asset allocation strategy☆33Updated 9 months ago
- CNN-LSTM stock prediction algorithm project☆17Updated 4 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆38Updated 5 years ago
- A python-based implementation of the HAR model to forecast realized volatility on SPY.☆20Updated 5 years ago
- CNNpred: CNN-based stock market prediction using a diverse set of variables☆71Updated 4 years ago
- Statistical Methods in Finance☆14Updated 3 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆28Updated 2 years ago
- detecting regime of financial market☆41Updated 3 years ago
- This repository displays my work in finance and economics datascience for future employers and collaborators.☆11Updated 2 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- Baruch MFE program quant lab☆29Updated 7 years ago