druce / Machine-learning-for-financial-market-predictionLinks
Machine Learning for Financial Market Prediction
☆59Updated 6 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:
- Open Source Tools for Financial Time Series Analysis and Visualization☆69Updated 10 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 8 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆36Updated 8 years ago
- Deep learning for forecasting company fundamental data☆142Updated 6 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- ☆194Updated 5 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- ☆73Updated 3 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆94Updated 3 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆93Updated 2 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 8 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆44Updated 6 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Providing financial analysis tools to the Python open-source community.☆65Updated 11 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…☆54Updated 11 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 3 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- ☆83Updated 6 years ago
- ☆27Updated 6 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆76Updated 4 years ago
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆133Updated 4 years ago
- Deep Neural Network Trading collection of Tensorflow Jupyter notebooks☆62Updated 2 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- This project aims to predict VOLATILITY S&P 500 (^VIX) time series using LSTM.☆100Updated 4 years ago
- This git repository is based on the work of J.Heaton, N.Polson and J.Witte and their articleDeep Learning for Finance: Deep Portfolios. …☆47Updated 7 years ago