convexfi / fingraphLinks
Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)
☆39Updated 2 years ago
Alternatives and similar repositories for fingraph
Users that are interested in fingraph are comparing it to the libraries listed below
Sorting:
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Time Series Prediction of Volume in LOB☆58Updated last year
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- ☆42Updated 4 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 8 months ago
- ☆29Updated 3 months ago
- ☆33Updated 2 years ago
- ☆15Updated 3 years ago
- Hawkes with Latency☆20Updated 4 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆73Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆90Updated 2 years ago
- ☆19Updated 5 years ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆58Updated 3 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- Deep learning modelling of orderbooks☆100Updated 4 years ago
- Financial Portfolio Optimization Algorithms☆58Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆68Updated 2 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆36Updated 7 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆30Updated 3 years ago
- ☆52Updated 4 years ago
- ☆26Updated last year
- How to detect stock market crashes with topology.☆82Updated 4 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆32Updated 5 years ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆14Updated 2 months ago