akashdeepo / TFMS-Multifactor-AnalysisLinks
Stock Price Prediction
☆19Updated last year
Alternatives and similar repositories for TFMS-Multifactor-Analysis
Users that are interested in TFMS-Multifactor-Analysis are comparing it to the libraries listed below
Sorting:
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 11 months ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆20Updated 2 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆13Updated last year
- Deep Q-Learning Applied to Algorithmic Trading☆28Updated 7 months ago
- ☆20Updated 9 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Updated 2 years ago
- Mean-Variance Optimization using DL (pytorch)☆32Updated 3 years ago
- Code to support my Master's thesis☆22Updated 2 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆15Updated 5 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 3 years ago
- ☆21Updated 3 years ago
- Python implementation of the Three Pass Regression Filter☆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 …☆17Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 3 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆37Updated 4 years ago
- Multi Task Learning Time Series Momentum☆24Updated last year
- ☆14Updated 5 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆97Updated 8 months ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆75Updated 4 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29Updated 2 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Updated 3 years ago
- LSTM stock prediction and backtesting☆14Updated 6 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆28Updated 2 years ago
- Markov decision processes under model uncertainty☆17Updated 3 years ago
- ☆19Updated 5 years ago
- ☆50Updated 2 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆81Updated last year
- Portfolio optimization using Genetic algorithm.☆62Updated 5 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆33Updated 2 years ago