YannickKae / Financial-Market-Regime-ClassificationLinks
Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation
☆39Updated last year
Alternatives and similar repositories for Financial-Market-Regime-Classification
Users that are interested in Financial-Market-Regime-Classification are comparing it to the libraries listed below
Sorting:
- ☆47Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆49Updated 7 months ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆58Updated this week
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆23Updated 4 years ago
- Fama French model on a subset of Canadian Equity data with Python☆48Updated 6 years ago
- ☆23Updated this week
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- ☆31Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆37Updated 2 years ago
- detecting regime of financial market☆41Updated 3 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆36Updated 2 years ago
- Implements different approaches to tactical and strategic asset allocation☆41Updated 10 months ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆35Updated 2 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆28Updated 2 years ago
- ☆26Updated last year
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆13Updated 4 years ago
- ☆12Updated 2 years ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 4 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated last year
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated 3 weeks ago