asimkymk / Stock-Market-Trend-Forecasting-Using-Explainable-Artificial-Intelligence-and-Multi-FactorLinks
Aims to develop a comprehensive framework for predicting stock market trends by combining traditional time series analysis with multi-factor analysis (Google Trend values and daily news scores) from external data sources.
☆12Updated 2 years ago
Alternatives and similar repositories for Stock-Market-Trend-Forecasting-Using-Explainable-Artificial-Intelligence-and-Multi-Factor
Users that are interested in Stock-Market-Trend-Forecasting-Using-Explainable-Artificial-Intelligence-and-Multi-Factor are comparing it to the libraries listed below
Sorting:
- 金融计量 基于协整的配对交易☆12Updated 3 years ago
- This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture…☆27Updated 6 years ago
- detecting regime of financial market☆41Updated 3 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
- In this project, we implement and compare the performance of several machine learning and deep learning algorithms in predicting the US s…☆55Updated 4 years ago
- Multi-Factor Stock Profit Prediction Using EMD-ALSTM☆29Updated 5 years ago
- A dataset of financial news is used to fine-tune BERT in order to extract investment opportunities.☆25Updated 4 years ago
- Inference model for stock prediction using Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting☆13Updated last year
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆15Updated 4 years ago
- An attempt to implement the idea behind this paper: https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0212320☆21Updated 4 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆56Updated 4 years ago
- Uisng CNN to predicte stock market trend, and feeding with 2D images☆15Updated 7 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆72Updated 4 years ago
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆22Updated 3 years ago
- Multi Task Learning Time Series Momentum☆24Updated last year
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆22Updated last year
- ☆27Updated 3 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 3 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
- Reproduction of code described in the paper "Stock Market Prediction Based on Generative Adversarial Network" by Kang Zhang et al.☆28Updated 5 years ago
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆42Updated 2 years ago
- To create a data-web application deployed using the azure app service, which was made on Streamlit, the leading Pythonic data application…☆12Updated 3 years ago
- https://arxiv.org/abs/2006.04992☆19Updated 4 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 5 years ago
- Stock markets are an essential component of the economy. Their prediction naturally arouses afascination in the academic and financial w…☆21Updated 4 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Updated 4 years ago
- LSTM stock prediction and backtesting☆14Updated 5 years ago
- Deep Learning - Neural network (RNN, LSTM & GRU)☆65Updated 6 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆85Updated last year