Zenome84 / tft_keras
A version of the Temporal Fusion Transformer in TF2 that is lightweight, utilizes Keras layers, and ultimately readable and modifiable.
☆13Updated 8 months ago
Alternatives and similar repositories for tft_keras:
Users that are interested in tft_keras are comparing it to the libraries listed below
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆11Updated 2 years ago
- Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.☆16Updated 6 years ago
- Stock prediction thru TFT☆37Updated 3 years ago
- Inference model for stock prediction using Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting☆12Updated last year
- ☆14Updated 4 years ago
- Using a modified version of Werner Duvaud's MuZero implementation (https://github.com/werner-duvaud/muzero-general) this reinforcement ag…☆17Updated 3 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- ☆18Updated 6 years ago
- Probabilistic Forecast of a Multivariate Time Series using the Temporal Fusion Transformer & PyTorch Lightning☆17Updated 2 years ago
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Updated 4 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆34Updated 2 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆34Updated 5 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆37Updated 5 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆36Updated 2 months ago
- ☆48Updated 4 years ago
- Stock Prediction usning Transformer NN☆82Updated 6 years ago
- Multi-Factor Stock Profit Prediction Using EMD-ALSTM☆27Updated 5 years ago
- An implementation of a stock market trading bot, which uses Deep Q Learning☆23Updated 2 years ago
- Reproduction of code described in the paper "Stock Market Prediction Based on Generative Adversarial Network" by Kang Zhang et al.☆25Updated 4 years ago
- ☆62Updated 4 years ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆22Updated 4 years ago
- Multi Task Learning Time Series Momentum☆20Updated 10 months ago
- ☆19Updated 4 years ago
- This is the repository for the Models of Sequence Data 2020 Edition for the project DeepFolio☆15Updated 4 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 3 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆42Updated last year
- Stock Prediction with XGBoost: A Technical Indicators' approach☆28Updated 6 years ago
- Automated FOREX trading using recurrent reinforcement learning☆33Updated 2 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Updated 5 years ago