druce / Machine-learning-for-financial-market-predictionLinks
Machine Learning for Financial Market Prediction
☆59Updated 7 years ago
Alternatives and similar repositories for Machine-learning-for-financial-market-prediction
Users that are interested in Machine-learning-for-financial-market-prediction are comparing it to the libraries listed below
Sorting:
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆70Updated 10 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆37Updated 8 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆48Updated 8 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- Deep learning for forecasting company fundamental data☆141Updated 6 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Algorithmic Trading Challenge implemented as part of the term project for Foundations of Machine Learning at NYU Courant in Fall 2016 (ht…☆27Updated 4 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Repository for teachings on Quant Finance☆49Updated 6 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆98Updated 2 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆94Updated 3 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆124Updated 4 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- ☆74Updated 3 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆134Updated 5 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆44Updated 7 years ago
- This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…☆53Updated 11 years ago
- α collection of resources for people interested in quant finance☆53Updated 6 years ago
- Stock price trend analysis using Fourier transform☆45Updated 7 years ago
- ☆195Updated 5 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- https://arxiv.org/abs/1805.01104☆121Updated 5 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago