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:
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆10Updated 3 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆16Updated 2 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- 改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆19Updated last year
- my first factor-stock-selecting backtest function☆21Updated 5 years ago
- 多因子选股框架☆24Updated 4 years ago
- ARIMA & GARCH models for stock price prediction☆18Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆17Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆13Updated 2 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- 多因子模型相关☆22Updated 4 years ago
- 多因子打分选股☆13Updated 3 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated last month
- 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
- 量化FOF框架☆13Updated 6 years ago
- 雪球结构产品定价☆29Updated last year
- from for/if/else to my first option back-test function☆18Updated 5 years ago
- ☆12Updated 3 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Updated 3 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- ☆12Updated 4 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆22Updated 7 years ago
- 一些研报的复现☆13Updated 6 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated last year
- Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Jo…☆13Updated 7 years ago
- ☆15Updated 4 years ago
- My first high-frequency trading strategy using machine learning☆18Updated 2 years ago
- Market making strategies and scientific papers☆13Updated 2 years ago