Zicheng-He / PCA-LSTM-in-stock-price-predictionLinks
Stock Price Prediction with PCA and LSTM
☆14Updated 4 years ago
Alternatives and similar repositories for PCA-LSTM-in-stock-price-prediction
Users that are interested in PCA-LSTM-in-stock-price-prediction are comparing it to the libraries listed below
Sorting:
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆10Updated 3 years ago
- ARIMA & GARCH models for stock price prediction☆18Updated 4 years ago
- Alpha mining with DEAP-based genetic programming.☆9Updated last year
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- Multi-Factor model with regression method☆9Updated 6 years ago
- Multi Factor Stock Selection Model with XGBoost Tree Boosting☆8Updated 2 years ago
- ☆10Updated 3 years ago
- ☆12Updated 3 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆21Updated 7 years ago
- Reproduction of code described in the paper "Stock Market Prediction Based on Generative Adversarial Network" by Kang Zhang et al.☆25Updated 5 years ago
- Temporal Convolutional Neural Net for stock selection, using a Genetic Algorithm for feature selection☆33Updated 4 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆13Updated 6 years ago
- Trained an LSTM model in python to predict prices after denoising the price signal using wavelet transformation method.☆8Updated 5 years ago
- A python-based implementation of the HAR model to forecast realized volatility on SPY.☆18Updated 5 years ago
- An attempt to implement the idea behind this paper: https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0212320☆20Updated 3 years ago
- 多因子选股框架☆23Updated 4 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆57Updated 6 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- Time Series Classification with Convolutional Neural Network: Automated Trading by Pattern Recognition (Master's Thesis)☆19Updated 2 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- Stock markets are an essential component of the economy. Their prediction naturally arouses afascination in the academic and financial w…☆21Updated 4 years ago
- The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…☆11Updated last year
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆14Updated 5 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆16Updated 6 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated this week
- 一些研报的复现☆12Updated 6 years ago