Xinyi6 / DP-LSTM-Differential-Privacy-inspired-LSTM-for-Stock-Prediction-Using-Financial-NewsView on GitHub
☆76Feb 19, 2020Updated 6 years ago
Alternatives and similar repositories for DP-LSTM-Differential-Privacy-inspired-LSTM-for-Stock-Prediction-Using-Financial-News
Users that are interested in DP-LSTM-Differential-Privacy-inspired-LSTM-for-Stock-Prediction-Using-Financial-News are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Stock prediction with Natural Language Processing☆36Feb 4, 2019Updated 7 years ago
- Stock sentiment analyzer in Python☆12May 2, 2021Updated 4 years ago
- Stock Price Predictor☆30Apr 4, 2019Updated 7 years ago
- Using past price data and sentiment analysis from news and other documents to predict the S&P500 index using a LSTM RNN. Idea replicated …☆33May 9, 2024Updated last year
- ☆18Mar 20, 2022Updated 4 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- Experiments in Recurrent Highway Networks with Grouped Auxiliary Memory paper☆21Dec 15, 2019Updated 6 years ago
- https://arxiv.org/abs/2006.04992☆19Jun 17, 2021Updated 4 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆38Jun 11, 2019Updated 6 years ago
- Astock☆242Jul 26, 2023Updated 2 years ago
- Differential Privacy-inspired LSTM for Stock Prediction Using Financial News. NeurIPS Robust AI in Financial Services 2019.☆36Aug 25, 2020Updated 5 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Apr 11, 2017Updated 9 years ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆15Jul 12, 2025Updated 9 months ago
- Time-Series Momentum Strategies☆12Jul 20, 2018Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Investment comparison tool using Python☆15Nov 21, 2018Updated 7 years ago
- Forecasting directional movements of stock prices for intraday trading using LSTM and random forest☆536Jul 12, 2021Updated 4 years ago
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆24Dec 26, 2020Updated 5 years ago
- data and code for coling2018 paper☆22Oct 20, 2022Updated 3 years ago
- Python implementation for regime-dependent portfolio optimization☆15Oct 14, 2023Updated 2 years ago
- FinRAD: Financial Readability Assessment Dataset - 13,000+ Definitions of Financial Terms for Measuring Readability☆15Nov 2, 2024Updated last year
- ☆11Feb 7, 2021Updated 5 years ago
- ☆58Mar 8, 2020Updated 6 years ago
- Predicting the price movement of stocks using past prices and sentiment analysis scores from financial News.☆21Jan 16, 2023Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- use lstm to predict value and label based on keras基于keras框架，用lstm解决回归和分类问题☆18May 15, 2020Updated 5 years ago
- Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets☆432Oct 1, 2018Updated 7 years ago
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Mar 12, 2021Updated 5 years ago
- HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction☆167Dec 2, 2019Updated 6 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Feb 24, 2019Updated 7 years ago
- This repository relates to the paper "Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Oppor…☆22Jul 19, 2021Updated 4 years ago
- This git repository is based on the work of J.Heaton, N.Polson and J.Witte and their articleDeep Learning for Finance: Deep Portfolios. …☆48May 9, 2018Updated 7 years ago
- GitHub "AI-Brain-of-Brains" created from (11,400+) hand picked GitHub Repos, Providing advanced search capability for Repos with specific…☆23Oct 4, 2018Updated 7 years ago
- Application of LSTM on stock data with integration of news info. It turns out that finance and political news directly relate to the stoc…☆49Dec 15, 2023Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Data can be scraped/crawled from various job portals like glassdoor.com, monster.com using Python and Scrapy framework to find out variou…☆31Jun 27, 2021Updated 4 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆100Nov 20, 2021Updated 4 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- LSTM进行时间序列预测☆18Jul 17, 2018Updated 7 years ago
- This project seeks to utilize Deep Learning models, Long-Short Term Memory (LSTM) Neural Networks to predict stock prices.☆86May 25, 2021Updated 4 years ago
- Quantitative Trading Model based on Financial Market Sentiment / 基于市场情绪平稳度的量化交易模型☆13Feb 26, 2020Updated 6 years ago