altogi / StockPredictionsWithFinancialNewsLinks
A dataset of financial news is used to fine-tune BERT in order to extract investment opportunities.
☆26Updated 4 years ago
Alternatives and similar repositories for StockPredictionsWithFinancialNews
Users that are interested in StockPredictionsWithFinancialNews are comparing it to the libraries listed below
Sorting:
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆76Updated 4 years ago
- ☆18Updated 3 years ago
- Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.☆25Updated 8 years ago
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆24Updated 4 years ago
- TensorFlow implementation of Z. Hu et al. "Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predict…☆29Updated 11 months 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
- Python code for dynamic facctor model. (Preliminary and in progress)☆22Updated 7 years ago
- Use graph-based analysis to re-classify stocks and to improve Markowitz portfolio optimization☆19Updated 3 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Updated 5 years ago
- ☆19Updated 4 years ago
- The project is about predicting the stock market movement based on the news headlines that published on a particular day. The news data …☆14Updated 7 years ago
- Using Python and Tushare financial database☆28Updated last year
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆57Updated 4 years ago
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆99Updated 3 years ago
- Implementation of a variety of Value-at-Risk backtests☆41Updated 6 years ago
- Open code for PriceGraph☆71Updated last year
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆21Updated 8 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆48Updated 4 years ago
- ☆53Updated 3 years ago
- 多因子选股框架☆24Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- The Value at Risk (VaR) calculation, Python version☆11Updated 5 years ago
- Explore TESLA stock price (time-series) using ARIMA & GARCH model.☆19Updated 3 years ago
- 利用Wind API更新周频与月频因子☆12Updated 5 years ago
- This paper aims to explore the time series’ proprieties of the features extracted by using the Principal Component Analysis (PCA) techniq…☆18Updated 5 years ago
- Q-quant和因子投资实证汇总☆22Updated 4 years ago
- Factor Investing Library☆28Updated 2 years ago
- Stock Market Price Prediction: Used machine learning algorithms such as Linear Regression, Logistics Regression, Naive Bayes, K Nearest N…☆25Updated 5 years ago
- 金融计量 基于协整的配对交易☆12Updated 3 years ago