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

• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆47Updated 9 years ago
• BlackArbsCEO / Mixture_Models
  Jupyter (IPython) notebooks for exploring mixture models
  ☆37Updated 8 years ago
• euclidjda / deep-quant
  Deep learning for forecasting company fundamental data
  ☆141Updated 6 years ago
• yhilpisch / pydlon15
  Open Source Tools for Financial Time Series Analysis and Visualization
  ☆70Updated 10 years ago
• wolfws / keras-tensorflow-financial-time-series-signal-forecast
  Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM
  ☆48Updated 8 years ago
• convergenceIM / alpha-scientist
  ☆75Updated 3 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆47Updated 8 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆66Updated 3 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆34Updated 5 years ago
• tcloaa / Deep-Portfolio-Theory
  Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)
  ☆134Updated 5 years ago
• hamaadshah / market_risk_gan_tensorflow
  Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
  ☆98Updated 2 years ago
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆50Updated 6 years ago
• ucfbrd / ML-Quant-Finance
  Machine Learning for Quantitative Finance
  ☆24Updated 7 years ago
• bukosabino / financial-forecasting-challenge-gresearch
  My approaches to Financial Forecasting Challenge by G-Research
  ☆45Updated 7 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆69Updated 6 years ago
• SimonOuellette35 / RLNonStationary
  Demo for the application of RL to non-stationary effects
  ☆46Updated 5 years ago
• pnecchi / Thesis
  Reinforcement Learning for Automated Trading
  ☆90Updated 9 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆195Updated 5 years ago
• FernandoDeMeer / Mitigating-Overfitting-Experiment
  Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"
  ☆37Updated 2 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆135Updated 4 years ago
• bualpha / quant-library
  α collection of resources for people interested in quant finance
  ☆53Updated 6 years ago
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆122Updated 5 years ago
• borisbanushev / predictions
  ☆67Updated 7 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆43Updated 5 years ago
• philipperemy / stock-volatility-google-trends
  Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf
  ☆94Updated 3 years ago
• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆36Updated 8 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago