anh-tong / sigformerLinks
SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)
☆18Updated last year
Alternatives and similar repositories for sigformer
Users that are interested in sigformer are comparing it to the libraries listed below
Sorting:
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆18Updated last year
- Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://a…☆102Updated last year
- Official Implementation of SimStock : Representation Model for Stock Similarities☆84Updated last year
- ☆40Updated 2 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆30Updated last year
- ☆50Updated 7 months ago
- ☆14Updated 2 months ago
- Official implementation of PRUDEX-Compass☆52Updated 2 years ago
- ☆16Updated 3 years ago
- Robust pricing and hedging via Neural SDEs☆37Updated 4 years ago
- ☆20Updated 8 months ago
- 强化学习进行量化金融☆38Updated 3 years ago
- Blaze☆15Updated 4 years ago
- ☆30Updated 2 years ago
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆23Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆30Updated 6 months ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆36Updated 6 years ago
- End-to-end distributionally robust optimization☆35Updated 2 years ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆13Updated last year
- Neural networks can detect model-free arbitrage static strategies☆16Updated 2 years ago
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆24Updated 4 years ago
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆16Updated last year
- Conformal Prediction for Time Series with Modern Hopfield Networks☆79Updated 3 months ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆28Updated 2 years ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆25Updated 4 years ago
- repository for Unbiased Gradient Boosting Decision Tree with Unbiased Feature Importance☆29Updated 2 years ago
- Implementation of Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts☆30Updated 3 years ago
- VQ-TR repository☆12Updated last year
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 6 months 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☆12Updated last year