andrewcharlesjones / universal_portfolios
☆11Updated 2 years ago
Alternatives and similar repositories for universal_portfolios:
Users that are interested in universal_portfolios are comparing it to the libraries listed below
- ☆18Updated 4 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Adaptation of Monte Carlo and SARSA algorithms (Reinforcement Learning) for learning the policy of sellers/ buyers in stock market☆12Updated 6 years ago
- L1 Trend Filtering☆19Updated 9 months ago
- Pricing derivatives using the explicit finite-difference method☆13Updated 8 years ago
- ☆14Updated 5 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 5 years ago
- Talk Materials for "Convex Optimization for Finance"☆28Updated 2 years ago
- Implementation of transfer learning based with autoencoder architecture☆17Updated 4 years ago
- ☆10Updated 7 years ago
- tabular q learning for trading☆11Updated 6 years ago
- Deep learning in large multivariate time series using real-time feature extraction with MDFA☆12Updated 6 years ago
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆15Updated 7 years ago
- Time series and Financial analysis in python☆15Updated 5 years ago
- ☆17Updated last year
- Machine Learning examples adapted from Hastie, Tibshirani, and Friedman book☆9Updated 7 years ago
- Quant finance scripts☆15Updated 4 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 6 years ago
- The major goal of this project is to predict financial re- cession given the frequencies of the top 500 word stems in the reports of fina…☆14Updated 9 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆26Updated 4 years ago
- Find Black-Scholes implied volatility☆21Updated 6 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆9Updated 2 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 2 years ago
- Algorithmic multi-greek hedges using Python☆18Updated 4 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- A method to search for a subset of best performing items wrt black-box reward function☆12Updated 5 years ago
- In this recruiting competition, Winton challenges you to take on the very difficult task of predicting the future (stock returns).☆11Updated 4 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆17Updated 5 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆12Updated 4 years ago