dksifoua / Stock-Market-Prediction
Stock Market Prediction on High-Frequency Data Using soft computing based AI models
☆20Updated 7 months ago
Alternatives and similar repositories for Stock-Market-Prediction:
Users that are interested in Stock-Market-Prediction are comparing it to the libraries listed below
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 3 years ago
- ☆19Updated 4 years ago
- High Frequency Jump Prediction Project☆36Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Market making strategies and scientific papers☆13Updated last year
- Exploring actor critic deep reinforcement learning methods for maximizing profits by learning stock trading strategies☆11Updated 2 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 7 months ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆11Updated 2 years ago
- Developing hybrid deep learning models by integrating Neural networks with (s,e,t)GARCH models to predict volatility in the Indian Commod…☆17Updated 3 years ago
- ☆19Updated 4 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Updated 9 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- ☆12Updated 4 years ago
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆21Updated 7 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆8Updated 3 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Dynamic lead/lag inference for time series☆16Updated 6 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
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆17Updated last year
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 6 years ago