Hidden Markov Model (HMM) based stock forecasting
☆104Feb 28, 2018Updated 8 years ago
Alternatives and similar repositories for Stock-Forecasting
Users that are interested in Stock-Forecasting are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory☆319Nov 11, 2022Updated 3 years ago
- HMMLearn used against Tesla Stocks for Prediction☆14Oct 1, 2018Updated 7 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆41May 23, 2020Updated 6 years ago
- Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol☆16Feb 17, 2021Updated 5 years ago
- ☆17Jun 30, 2024Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆11Jan 13, 2020Updated 6 years ago
- ☆49Nov 16, 2021Updated 4 years ago
- ☆41Mar 15, 2021Updated 5 years ago
- Contains all code related to using HMMs to predict stock market prices.☆263Aug 13, 2022Updated 3 years ago
- use PCA method to select stocks and O-U stochastic process to control risk during stock selection and trading period☆15Oct 3, 2017Updated 8 years ago
- A low frequency statistical arbitrage strategy☆21Feb 23, 2019Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 5 years ago
- A non-parametric Bayesian approach to Hidden Markov Models☆88May 22, 2023Updated 3 years ago
- In this project, we implement and compare the performance of several machine learning and deep learning algorithms in predicting the US s…☆57Dec 29, 2020Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆15Dec 9, 2017Updated 8 years ago
- Various python scripts to introduce mean reversion concepts.☆23Jul 25, 2018Updated 8 years ago
- ☆11Jul 20, 2015Updated 11 years ago
- A transfer learning-based random forest regression model☆15Aug 25, 2018Updated 7 years ago
- A repository for portfolio allocation based on embedding data representation☆13Jan 27, 2025Updated last year
- Cryptocurrencies algorithmic trading strategies☆12Nov 20, 2018Updated 7 years ago
- ☆14Mar 1, 2021Updated 5 years ago
- Adaptation of Monte Carlo and SARSA algorithms (Reinforcement Learning) for learning the policy of sellers/ buyers in stock market☆12Jul 23, 2018Updated 8 years ago
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆15Nov 2, 2019Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Bayesian Hierarchical Hidden Markov Models applied to financial time series, a research replication project for Google Summer of Code 201…☆126Dec 2, 2018Updated 7 years ago
- Time series prediction using deep learning☆11Sep 16, 2021Updated 4 years ago
- RAG for financial Analysis using SQL and calculator tool.☆15Jul 25, 2026Updated 2 weeks ago
- Market making strategy example☆28Feb 26, 2021Updated 5 years ago
- Training Neural Network with Particle Swarm Optimization☆14Jan 10, 2019Updated 7 years ago
- Extracting the "dot plot" economic projections posted online by the Federal Open Market Committee☆26Updated this week
- Hidden Markov models in Python☆22Mar 20, 2014Updated 12 years ago
- Financial time series forecast using dual attention RNN☆27Jan 27, 2019Updated 7 years ago
- Python codes for GARCH-MIDAS model (estimation & forecast)☆15Jan 28, 2023Updated 3 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- A collection of data science related tutorials for Medium☆28Jun 13, 2022Updated 4 years ago
- Variational Autoencoder for generating financial time-series data☆13May 15, 2019Updated 7 years ago
- Links to Algorithms and their Writeups that I've developed at QuantConnect☆34Nov 23, 2020Updated 5 years ago
- PHBS 2018 Machine Learning Class Project☆14Jun 19, 2018Updated 8 years ago
- Furnace is a high-performance quantitative trading library that provides features similar to CCXT, allowing developers to connect and int…☆17Jan 16, 2025Updated last year
- An implementation of several transfer learning algorithms☆20Jul 18, 2022Updated 4 years ago
- Awesome scalping algo☆11Dec 8, 2022Updated 3 years ago