Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.
☆22Feb 10, 2023Updated 3 years ago
Alternatives and similar repositories for tsfracdiff
Users that are interested in tsfracdiff are comparing it to the libraries listed below
Sorting:
- Python Code used in publications, for archival purposes only☆20Apr 28, 2023Updated 2 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆122Nov 17, 2022Updated 3 years ago
- This project implements cnn-lstm to predict the future prices of forex viz eurusd, gbpusd, usdjpy.... These predicted prices are not reco…☆12Apr 24, 2021Updated 4 years ago
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆333Dec 16, 2023Updated 2 years ago
- Advanced trend detection and labelling for time series with Python☆21Oct 21, 2025Updated 4 months ago
- Use ARIMA, RNN and LSTM to predict foreign exchange rates.☆10Nov 15, 2019Updated 6 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- Mikrotik EoIP implementation. Rewrite of the implementation at linux-eoip.googlecode.com for better latency and buffering performance.☆14Mar 27, 2014Updated 11 years ago
- FinanceGPT-B☆10Mar 26, 2024Updated last year
- ☆22Jan 1, 2026Updated 2 months ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆11Jul 19, 2019Updated 6 years ago
- Discovering Differential Equations with Physics-Informed Neural Networks and Symbolic Regression☆11Jul 28, 2023Updated 2 years ago
- Replication of https://ssrn.com/abstract=3984925☆54Mar 27, 2024Updated last year
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- A minimal isometric tilemap implementation in JavaScript and P5js☆13Mar 4, 2022Updated 4 years ago
- 回測台指期日內當沖交易，若在開盤後在不同點位進場，持有至收盤出場，統計此交易策略的報酬。☆10Feb 8, 2025Updated last year
- Another Unofficial Python Wrapper for Coinbase Pro☆10Oct 28, 2022Updated 3 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 9 years ago
- The first ever unofficial SDK for the Whatsapp Cloud API☆11Nov 21, 2023Updated 2 years ago
- ☆10Dec 6, 2018Updated 7 years ago
- Python interface with huawei E3372h hilink 3G/4G modems via API☆12Oct 5, 2016Updated 9 years ago
- Data for eight zones in New England as used in the 2017 Global Energy Forecasting Competition (GEFCom2017).☆10Mar 7, 2020Updated 6 years ago
- ☆24Feb 26, 2026Updated last week
- Some calculations using the the AdS/CFT duality.☆11Jan 24, 2023Updated 3 years ago
- Code implementations of my studies on the book Advances in Financial Machine Learning☆12May 18, 2020Updated 5 years ago
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆14Feb 28, 2023Updated 3 years ago
- ☆16Sep 14, 2021Updated 4 years ago
- CS4801(Principles of Machine Learning) course project. Students of Batch2016 IIT-PKD dont't copy.☆12Nov 23, 2018Updated 7 years ago
- PCA in SQL with dbt☆15Dec 27, 2025Updated 2 months ago
- copy_to_huangtao☆11Dec 22, 2022Updated 3 years ago
- ☆15Mar 22, 2022Updated 3 years ago
- ☆17Dec 22, 2025Updated 2 months ago
- ☆11Sep 6, 2023Updated 2 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- ☆13Feb 4, 2022Updated 4 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆13Jan 11, 2023Updated 3 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- CFA Learning Notes☆14Apr 12, 2024Updated last year