dksifoua / Stock-Market-Prediction
Stock Market Prediction on High-Frequency Data Using soft computing based AI models
☆18Updated 4 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
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated last year
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- ☆20Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 6 years ago
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆11Updated 2 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 Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- A financial trading method using machine learning.☆59Updated last year
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 3 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
- High Frequency Jump Prediction Project☆35Updated 4 years ago
- ☆13Updated last year
- ☆24Updated last year
- ☆26Updated 4 months ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆24Updated 6 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 5 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆15Updated 3 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 3 months ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆21Updated 3 years ago
- finance☆43Updated 7 years ago
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆40Updated 2 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
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆18Updated 2 years ago
- Non-parametric method for estimating regime change in bivariate time series setting.☆13Updated 7 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago