WilliamRo / gam_rhnLinks
Experiments in Recurrent Highway Networks with Grouped Auxiliary Memory paper
☆21Updated 5 years ago
Alternatives and similar repositories for gam_rhn
Users that are interested in gam_rhn are comparing it to the libraries listed below
Sorting:
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆18Updated 2 years ago
- Transformers for limit order books☆13Updated 4 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
- Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.☆11Updated 4 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 3 years ago
- This is the repository for the Models of Sequence Data 2020 Edition for the project DeepFolio☆15Updated 4 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…☆50Updated 9 months ago
- Benchmarking library for generative models of Limit Order Book data (LOBSTER)☆25Updated 4 months ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- ☆10Updated 6 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆15Updated last month
- ☆22Updated 3 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆36Updated 6 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆26Updated 7 months ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 3 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
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 3 years ago
- ☆40Updated 2 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Updated 3 years ago
- Generative Adversarial Network to create synthetic time series☆23Updated 5 years ago
- A framework for training and evaluating deep learning models in Quantitative trading domain☆56Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆39Updated 2 years ago
- High-performing deep learning trader on a multithreaded financial exchange simulation.☆19Updated last week
- Pytorch implementation of TransLOB from Transformer for limit order books☆28Updated 2 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Updated 2 years ago
- ☆16Updated 4 years ago
- Stock Price Predictor☆31Updated 6 years ago
- Probabilistic and Directional Relu Wavenet with forex and economic news data☆27Updated 5 years ago