binweng / ShinyStockLinks
☆27Updated 9 years ago
Alternatives and similar repositories for ShinyStock
Users that are interested in ShinyStock are comparing it to the libraries listed below
Sorting:
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆41Updated 8 years ago
- generic project files☆39Updated 9 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆275Updated 7 years ago
- Attempt to replicate: A deep learning framework for financial time series using stacked autoencoders and long- short term memory☆93Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Markowitz portfolio optimisation (efficient frontier) in Python☆204Updated 7 years ago
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆134Updated 5 years ago
- kennedyCzar / STOCK-RETURN-PREDICTION-USING-KNN-SVM-GUASSIAN-PROCESS-ADABOOST-TREE-REGRESSION-AND-QDAForecast stock prices using machine learning approach. A time series analysis. Employ the Use of Predictive Modeling in Machine Learning …☆136Updated 3 years ago
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆72Updated 6 years ago
- Deep Time Series Code (Stock Sentiment Prediction)☆83Updated 7 years ago
- Fuzzy Moving Average System with Genetic Algorithm Optimisation for Trading Crude Palm Oil Futures☆27Updated 7 years ago
- ☆155Updated 5 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆122Updated 3 years ago
- Deep Learning Statistical Arbitrage☆254Updated 3 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆172Updated 6 years ago
- ☆60Updated 6 years ago
- Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python☆131Updated 2 years ago
- ☆75Updated 3 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆135Updated last year
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆114Updated 8 years ago
- An open source library for portfolio optimisation☆367Updated last year
- ☆195Updated 5 years ago
- Hidden Markov Model (HMM) based stock forecasting☆103Updated 7 years ago
- Implementation of Reinforcement Learning in Pair Trading☆11Updated 7 months ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆95Updated 3 years ago
- A python program to implement the discrete binomial option pricing model☆84Updated 3 years ago
- ☆27Updated 6 years ago
- Reinforcement Learning for Automated Trading☆90Updated 9 years ago
- Hierarchical Risk Parity☆29Updated 5 years ago