dongheechoi / ai-portfolio-selection
Artificial Intelligence (AI) based Portfolio Selection Papers
☆17Updated 3 months ago
Alternatives and similar repositories for ai-portfolio-selection:
Users that are interested in ai-portfolio-selection are comparing it to the libraries listed below
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆73Updated 4 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆97Updated 11 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- Official Implementation of SimStock : Representation Model for Stock Similarities☆78Updated 10 months ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- Official implementation of PRUDEX-Compass☆44Updated last year
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆40Updated 3 months ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆125Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆59Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆59Updated 8 months ago
- ☆66Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆62Updated last year
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆55Updated 2 years ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆41Updated 3 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last month
- ☆49Updated 3 years ago
- backtrader with DRL ( Deep Reinforcement Learning)☆66Updated last year
- ☆65Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆25Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 4 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆31Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆71Updated 10 months ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆22Updated 4 years ago
- Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading." In Findings of ACL2021☆112Updated 3 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆55Updated 2 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆56Updated 2 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆66Updated 3 years ago