WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series
☆71Aug 19, 2020Updated 6 years ago
Alternatives and similar repositories for wattnet-fx-trading
Users that are interested in wattnet-fx-trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Pytorch implementation of "Self-boosted Time-series Forecasting with Multi-task and Multi-view Learning" https://arxiv.org/pdf/1909.08181…☆30Oct 30, 2019Updated 6 years ago
- Implementation of RNN for Time Series prediction from the paper https://arxiv.org/abs/1704.02971☆58Dec 30, 2022Updated 3 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆27Aug 5, 2022Updated 4 years ago
- Deep RL for portfolio management☆13Aug 31, 2018Updated 8 years ago
- ☆11Apr 14, 2022Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆15Jul 12, 2025Updated last year
- An intuitive library tracking dates and timeseries in common using numpy arrays. -- https://sidorof.github.io/Thymus-timeseries/☆18Mar 16, 2024Updated 2 years ago
- PyTorch block-diagonal ODE CUDA solver, designed for gradient-based optimization☆16Apr 27, 2020Updated 6 years ago
- Customize loss function by taking account of directional loss to make the LSTM model more applicable given limited resources☆16Jun 20, 2020Updated 6 years ago
- Log trades of any type of security, and then get an analysis of your strategy☆14Sep 18, 2020Updated 6 years ago
- ☆10Jun 8, 2017Updated 9 years ago
- Pytorch Implementation of Google's TFT☆293Feb 11, 2020Updated 6 years ago
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆102Nov 20, 2021Updated 4 years ago
- A Hybrid Method of Exponential Smoothing and Recurrent Neural Networks for Multivariate Time Series Forecasting☆13Oct 25, 2022Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- This is a work in progress Pytorch implementation of the recently proposed ES-RNN by Slawek Smyl, winner of the M4 competition☆12Apr 9, 2019Updated 7 years ago
- ☆26Mar 8, 2019Updated 7 years ago
- Example usage of scikit-hts☆57Jul 15, 2022Updated 4 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆15Jun 12, 2018Updated 8 years ago
- Standard and Hybrid Deep Learning Multivariate-Multi-Step & Univariate-Multi-Step Time Series Forecasting.☆60May 27, 2024Updated 2 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Capital market microstructure data simulator/generator☆11May 22, 2026Updated 4 months ago
- Probabilistic Multivariate Time Series Forecast using Deep Learning☆94Aug 1, 2019Updated 7 years ago
- Event-driven Algorithmic Trading For Python☆25Apr 7, 2019Updated 7 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆38Jun 11, 2019Updated 7 years ago
- Code for our NeurIPS 2019 paper "Shape and Time Distortion Loss for Training Deep Time Series Forecasting Models"☆401Oct 14, 2020Updated 6 years ago
- Distributed Trading Platform☆11Sep 27, 2018Updated 8 years ago
- Realtime FX prices from the Oanda broker.☆11Mar 4, 2021Updated 5 years ago
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆125May 11, 2021Updated 5 years ago
- a toolkit for forecasting energy time series☆19May 26, 2022Updated 4 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Using Q-learning to better navigate orderbooks.☆23Apr 7, 2018Updated 8 years ago
- Improving upon state of the art cooperative deep reinforcement learning in StarCraft II☆13May 16, 2019Updated 7 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Usage examples for the JOPA framework.☆11Updated this week
- Simple benchmark to compare the performance of a various combination of asyncio event loop and zeromq implementations.☆16Dec 12, 2016Updated 9 years ago
- ☆29Nov 23, 2019Updated 6 years ago
- Probabilistic Forecasting with Temporal Convolutional Neural Network☆11Nov 7, 2019Updated 6 years ago
- PyTorch GPU implementation of the ES-RNN model for time series forecasting☆317Sep 2, 2019Updated 7 years ago
- KurochkinAlexey / Hierarchical-Attention-Based-Recurrent-Highway-Networks-for-Time-Series-PredictionPytorch implementation of Hierarchical Attention-Based Recurrent Highway Networks for Time Series Prediction https://arxiv.org/abs/1806.0…☆64Oct 26, 2019Updated 6 years ago
- A concurrent and possibly highly parallel training environment for Reinforcement Learning Trading Bot☆22Dec 8, 2022Updated 3 years ago