Yoontae6719 / Stop-loss-adjusted-labels
Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets
☆16Updated last year
Related projects ⓘ
Alternatives and complementary repositories for Stop-loss-adjusted-labels
- ☆12Updated 2 years ago
- ☆14Updated 3 years ago
- ☆10Updated 6 months ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆32Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆19Updated 2 years ago
- ☆12Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆37Updated last year
- Multi Task Learning Time Series Momentum☆14Updated 6 months ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆12Updated 3 years ago
- Neural networks can detect model-free arbitrage static strategies☆13Updated last year
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆14Updated 2 months ago
- SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)☆10Updated last year
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- ☆54Updated 2 years ago
- Code to support my Master's thesis☆16Updated last year
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Updated 4 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆69Updated 5 months ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆32Updated 2 years ago
- ☆41Updated last year
- ☆24Updated 2 months ago
- detecting regime of financial market☆31Updated 2 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆19Updated 4 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆34Updated 2 years ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆23Updated 3 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆18Updated 4 years ago
- ACM Research 2021 | Implementing and benchmarking the performance of various online portfolio selection algorithms on real-world trading …☆23Updated 3 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated last year
- quantitative asset allocation strategy☆19Updated 2 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆26Updated 4 years ago