ayushjain1594 / Stock-Forecasting
Hidden Markov Model (HMM) based stock forecasting
☆100Updated 7 years ago
Alternatives and similar repositories for Stock-Forecasting
Users that are interested in Stock-Forecasting are comparing it to the libraries listed below
Sorting:
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆34Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆117Updated 3 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆162Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆57Updated 6 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆68Updated 5 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- Predicting stock price by using Hidden Markov model☆18Updated 7 years ago
- detecting regime of financial market☆36Updated 2 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
- A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting☆35Updated 2 years ago
- ☆75Updated 11 months ago
- Research Repo (Archive)☆73Updated 4 years ago
- ☆38Updated 4 years ago
- ☆27Updated 3 years ago
- ARMA-GARCH☆96Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 2 months ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago
- Probability of Backtest Overfitting in Python☆124Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Backtest result archive for Momentum Trading Strategies☆57Updated 6 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 5 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆60Updated 3 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆80Updated 2 years ago