charlescao2019 / capstone_stock_trading_policy_optimization-master
Stock investment can be one of the ways to manage one’s asset. Technical analysis is sometimes used in financial markets to assist traders make buying and selling decisions [1]. Many technical analysis trading rules are deterministic trading policies. [2] uses genetic algorithm to find technical trading rule. [3] studies evolutionary algorithms …
☆11Updated 4 years ago
Alternatives and similar repositories for capstone_stock_trading_policy_optimization-master:
Users that are interested in capstone_stock_trading_policy_optimization-master are comparing it to the libraries listed below
- Exploring actor critic deep reinforcement learning methods for maximizing profits by learning stock trading strategies☆11Updated 2 years ago
- ☆25Updated 2 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Uisng CNN to predicte stock market trend, and feeding with 2D images☆14Updated 6 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- ☆42Updated 3 years ago
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆40Updated 2 years ago
- Stock Prediction with XGBoost: A Technical Indicators' approach☆28Updated 6 years ago
- LSTM stock prediction and backtesting☆14Updated 5 years ago
- Deep q learning on determining buy/sell signal and placing orders☆48Updated 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
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- 多因子选股框架☆20Updated 4 years ago
- https://arxiv.org/abs/2006.04992☆19Updated 3 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 6 years ago
- A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock …☆15Updated 5 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆31Updated 6 years ago
- Automated FOREX trading using recurrent reinforcement learning☆33Updated 2 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- ☆23Updated 4 years ago
- Multi Task Learning Time Series Momentum☆20Updated 11 months ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- TensorFlow implementation of Z. Hu et al. "Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predict…☆29Updated 7 months ago
- In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Ne…☆19Updated 3 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 7 months ago
- Blaze☆14Updated 3 years ago
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆98Updated 3 years ago
- Time Series Classification with Convolutional Neural Network: Automated Trading by Pattern Recognition (Master's Thesis)☆19Updated 2 years ago