Yoontae6719 / Stop-loss-adjusted-labelsLinks
Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets
☆18Updated last year
Alternatives and similar repositories for Stop-loss-adjusted-labels
Users that are interested in Stop-loss-adjusted-labels are comparing it to the libraries listed below
Sorting:
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated last year
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 3 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 5 years ago
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- Blaze☆15Updated 4 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆36Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆11Updated 4 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆84Updated last year
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 8 months ago
- Code to support my Master's thesis☆20Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆52Updated 2 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆30Updated 4 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Updated 2 years ago
- ☆11Updated 4 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆28Updated 2 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 6 months ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- ☆19Updated 5 years ago
- ☆16Updated 3 years ago
- The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".☆32Updated 3 years ago
- Multi Task Learning Time Series Momentum☆24Updated last year
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆25Updated last year
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆16Updated 3 years ago
- ☆40Updated 2 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆35Updated 2 years ago
- ☆15Updated 4 months ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆35Updated 2 years ago
- Market making strategies and scientific papers☆13Updated 2 years ago