YuxuanXiu / Financial-Time-Series-Trend-LabelingLinks
This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Prediction Based on Trends".
☆42Updated 5 months ago
Alternatives and similar repositories for Financial-Time-Series-Trend-Labeling
Users that are interested in Financial-Time-Series-Trend-Labeling are comparing it to the libraries listed below
Sorting:
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆21Updated last year
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 2 years ago
- detecting regime of financial market☆37Updated 2 years ago
- ☆51Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- Multi Task Learning Time Series Momentum☆21Updated last year
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆66Updated last month
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆69Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- ☆40Updated 4 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆34Updated last year
- ☆19Updated 5 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆75Updated 5 months ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆47Updated last year
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆28Updated 5 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- ☆26Updated 9 months ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- ☆33Updated 2 years ago
- High Frequency Jump Prediction Project☆36Updated 5 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 9 months ago
- ☆14Updated 2 years ago