clisztian / MDFA-Toolkit
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
- ☆17Updated 2 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING☆15Updated 6 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆25Updated 2 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
- A Java ATS for market-depth-based trading strategies☆37Updated 9 years ago
- An example and description to Reinforcement Learning DQN model and dataformats for trading☆16Updated 6 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 7 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- archiving old code☆26Updated 7 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Data Analysis with Interactive Brokers API☆8Updated 2 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 7 years ago
- Hierarchical Risk Parity☆28Updated 5 years ago
- awesome reinforcement learning for trading domain☆12Updated 4 years ago
- ☆18Updated 5 years ago
- Asynchronous financial data management☆21Updated 7 years ago
- ☆35Updated 7 years ago
- Price response function and spread impact analysis in correlated financial markets☆15Updated 4 months ago
- Fractal Adaptive Moving Average☆25Updated 4 years ago
- finance☆43Updated 7 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 7 months ago
- ☆4Updated 3 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Collections of snippets for trading I find interesting☆26Updated 3 months ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago