alejomonbar / Quantum-Counselor-for-Portfolio-InvestmentLinks
The Quantum Counselor for portfolio investment is a tool with two main objectives: forecasting the trend of assets price and optimizing portfolio returns both using quantum computing techniques. For the case of the forecasting method, we use a hybrid method that combines a deep learning model of classical LSTM layers with quantum layers. For the…
☆16Updated 3 years ago
Alternatives and similar repositories for Quantum-Counselor-for-Portfolio-Investment
Users that are interested in Quantum-Counselor-for-Portfolio-Investment are comparing it to the libraries listed below
Sorting:
- Solve different formulations of the portfolio optimization problem.☆56Updated 4 months ago
- Supporting material for https://arxiv.org/abs/1907.04769☆11Updated 4 years ago
- Financial Modeling using Quantum Computing, Published by Packt☆31Updated 2 weeks ago
- Using qGANs for Quantum Portfolio Optimisation☆22Updated 4 years ago
- Quantum Computing for Finance☆18Updated 9 months ago
- A Repository for all the resources to learn finance through Python☆49Updated 2 years ago
- This repository is a collection of papers on quantum finance.☆38Updated 2 years ago
- Monte carlo simulations in finance industry using quantum computer☆27Updated 5 years ago
- Quantum Machine Learning for FinTech and Time Series Data☆22Updated 5 years ago
- Python CPU/GPU implementation of the Simulated Bifurcation (SB) algorithm to solve quadratic optimization problems (QUBO, Ising, TSP, opt…☆150Updated 3 weeks ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 4 years ago
- Repositório com Jupyter Notebooks sobre computação clássica e quântica aplicadas ao mercado financeiro em suporte ao artigo relacionado☆17Updated 3 years ago
- Study of entanglement and Shannon entropies in Quantum Reinforcement Learning (and its classical counterpart) in a discrete environment.☆18Updated 3 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆28Updated 2 years ago
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆25Updated 4 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last year
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆54Updated 2 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- ☆16Updated 11 months ago
- We implement a quantum-classical hybrid QLSTM model by incorporating quantum variational layers into the classical LSTM in order to impro…☆52Updated 3 years ago
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆16Updated 3 years ago
- Applying Differential Machine Learning to Calibrate Heston Model☆21Updated 2 years ago
- Classical-Quantum hybrid model for credit card fraud detection☆21Updated 3 years ago
- Multivariate Markov-Switching Models Regressions Framework☆13Updated 5 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Updated 6 years ago
- Hedging portfolios with reinforcement learning.☆36Updated 8 years ago
- alpha-RNN☆30Updated 5 years ago
- ☆14Updated 6 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆83Updated 2 years ago