clisztian / MDFA-ToolkitLinks
A JAVA package for real-time signal extraction in large multivariate time series
☆13Updated last year
Alternatives and similar repositories for MDFA-Toolkit
Users that are interested in MDFA-Toolkit are comparing it to the libraries listed below
Sorting:
- Deep learning in large multivariate time series using real-time feature extraction with MDFA☆12Updated 6 years ago
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆18Updated 8 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 7 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- Fractal Adaptive Moving Average☆25Updated 4 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 3 years ago
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Time series and Financial analysis in python☆16Updated 6 years ago
- Hierarchical Risk Parity☆28Updated 5 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Updated 2 years ago
- Optimising a FOREX trading strategy with nature inspired algorithms☆11Updated 6 years ago
- ☆17Updated 2 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- FX algorithm trading system with Java/kdb. (Open Source limited version)☆39Updated 9 years ago
- Data Analysis with Interactive Brokers API☆8Updated 2 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆26Updated 2 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 8 months ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Files for Python Talk☆24Updated 9 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- Presentation for QuantCon 2016☆11Updated 9 years ago
- Bayesian Inference and parameter estimation in quant finance.☆42Updated 6 years ago
- ☆10Updated 7 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Log-periodic power laws for critical phenomena☆14Updated 6 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- archiving old code☆26Updated 7 years ago
- Dynamic lead/lag inference for time series☆16Updated 6 years ago
- awesome reinforcement learning for trading domain☆12Updated 4 years ago