euclidjda / dnn-quant
Tool for building deep / recurrent neural network models for systematic fundamental investing.
☆17Updated 7 years ago
Alternatives and similar repositories for dnn-quant:
Users that are interested in dnn-quant are comparing it to the libraries listed below
- https://arxiv.org/abs/1805.01104☆110Updated 4 years ago
- Machine Learning for Financial Market Prediction☆57Updated 6 years ago
- Decision support from financial disclosures with deep neural networks and transfer learning☆39Updated 7 years ago
- Economic models and things in Pytorch☆22Updated 7 years ago
- Hedging portfolios with reinforcement learning.☆34Updated 7 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆12Updated 6 years ago
- alpha-RNN☆29Updated 4 years ago
- ☆18Updated 4 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
- Machine Learning examples adapted from Hastie, Tibshirani, and Friedman book☆9Updated 7 years ago
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Updated 6 years ago
- Python Copula Module☆42Updated 2 years ago
- Covariance Matrix Estimation via Factor Models☆33Updated 5 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Python code for dynamic facctor model. (Preliminary and in progress)☆22Updated 7 years ago
- Deep learning for forecasting company fundamental data☆140Updated 5 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆27Updated 4 years ago
- Tries to predict if a stock will rise or fall with a certain percentage through giving probabilities of what events it thinks will happen…☆24Updated 7 years ago
- A method to search for a subset of best performing items wrt black-box reward function☆12Updated 5 years ago
- L1 Trend Filtering☆19Updated 9 months ago
- ☆18Updated 5 years ago
- —Machine Learning; stock prediction; Deep Learning; styling; LSTM(Long Short Term Memory)☆9Updated 7 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆62Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆60Updated 2 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆16Updated 2 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆92Updated 2 years ago
- CVXPY Portfolio Optimization Sample☆44Updated 8 years ago
- Empirical comparison of penalized linear regression in high-dimensional settings☆12Updated 5 years ago
- R package for fitting the partially cointegrated model☆15Updated last year