cacoderquan / Predict-financial-recessionLinks
The major goal of this project is to predict financial re- cession given the frequencies of the top 500 word stems in the reports of financial companies. After applying various learning models, we can see that the prediction of financial recession by the bag of words has an accuracy of more than 90%. Hence, there is indeed a correlation between …
☆14Updated 10 years ago
Alternatives and similar repositories for Predict-financial-recession
Users that are interested in Predict-financial-recession are comparing it to the libraries listed below
Sorting:
- Example code from my blog posts☆21Updated 3 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆69Updated 10 years ago
- Currency Portfolio Optimization - IPython notebook and data☆26Updated 9 years ago
- Random Forest Learner to predict stock prices☆13Updated 11 years ago
- A simple implementation of a pairs trading strategy☆13Updated 10 years ago
- Data mining project to predict stock prices on basis of sentiments.☆11Updated 9 years ago
- IPython Notebooks from old blog posts☆28Updated 8 years ago
- Git fork of https://code.google.com/p/trading-with-python/☆21Updated 12 years ago
- L1 Trend Filtering☆19Updated last year
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 8 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- RF + GBM + ARIMA/NN Hybrid ensemble for predicting 6-month returns for the 9 sector ETFs plus IYZ☆24Updated 11 years ago
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- Machine Learning for Financial Market Prediction☆59Updated 6 years ago
- Sentiment Analysis on Financial Stocks. Sources of information are Twitter, News, Yahoo Finance Statistics.☆62Updated 12 years ago
- Pythonic S&P 500 Index Prediction (Portfolio Project at DSR)☆26Updated 11 years ago
- Python library for performing computed technical analysis on stock data statistics. Inspired by TA-Lib.☆21Updated 11 years ago
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Updated 10 years ago
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆17Updated 9 years ago
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Updated 12 years ago
- ☆25Updated 10 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 7 years ago
- Presentation for QuantCon 2016☆11Updated 9 years ago
- ☆11Updated 9 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆44Updated 7 years ago
- This project aims to predict VOLATILITY S&P 500 (^VIX) time series using LSTM.☆100Updated 4 years ago
- In this project, this research generally investigates the financial time series such as the price & return of NASDAQ Composite Index usin…☆12Updated 6 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆94Updated 3 years ago
- a new simulator for statistical arbitrage☆15Updated 10 years ago
- Development space for PhD in Finance☆33Updated 5 years ago