d-jiao / LSTM-For-Stock-Market-Prediction
LSTM For Stock Market Prediction
☆15Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for LSTM-For-Stock-Market-Prediction
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆41Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆50Updated 3 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆30Updated 9 months ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆73Updated 2 years ago
- ☆57Updated last year
- ☆27Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 6 months ago
- Predictive yield curve modeling in reduced dimensionality☆39Updated last year
- Deep Reinforcement Learning Framework for Factor Investing☆21Updated last year
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆44Updated 5 years ago
- Implements different approaches to tactical and strategic asset allocation☆26Updated last year
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆45Updated 4 years ago
- Deep Neural Networks for Options Pricing (Python)☆42Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆44Updated 3 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 6 years ago
- ☆36Updated 3 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆14Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆54Updated 5 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆60Updated 4 years ago
- ☆97Updated 2 years ago
- Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Mod…☆38Updated 3 years ago
- A financial trading method using machine learning.☆58Updated last year
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆19Updated 4 years ago
- Multivariate DCC-GARCH model☆14Updated 6 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 2 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆109Updated 8 months ago
- ☆16Updated 8 years ago
- ☆69Updated 2 years ago