Alternatives and similar repositories for dnn-quant

Users that are interested in dnn-quant are comparing it to the libraries listed below

• fw307 / high_dimensional_regression_comparison
  Empirical comparison of penalized linear regression in high-dimensional settings
  ☆12Updated 5 years ago
• MathiasKraus / FinancialDeepLearning
  Decision support from financial disclosures with deep neural networks and transfer learning
  ☆39Updated 7 years ago
• euclidjda / deep-quant
  Deep learning for forecasting company fundamental data
  ☆140Updated 5 years ago
• vgreg / python-finance-unimelb2018
  Material for a Python for Finance workshop at the University of Melbourne in 2018
  ☆16Updated 7 years ago
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆113Updated 4 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆35Updated 6 years ago
• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆59Updated 6 years ago
• sheep-farming / Regime-Switching
  A MATLAB Realisation of Regime Switching Asset Allocation Strategy
  ☆8Updated 8 years ago
• xingyousong / Deep-Learning-Financial-News-Stock-Movement-Prediction
  Deep Time Series Code (Stock Sentiment Prediction)
  ☆83Updated 7 years ago
• CamDavidsonPilon / Graphical-Lasso-in-Finance
  Implementations of the graphical lasso method to estimation of covariance matrices in finance.
  ☆36Updated 12 years ago
• bugra / l1
  L1 Trend Filtering
  ☆19Updated last year
• rkohli3 / TSMOM
  Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
  ☆66Updated 3 weeks ago
• mfrdixon / alpha-RNN
  alpha-RNN
  ☆30Updated 5 years ago
• AndMu / Market-Wisdom
  ☆18Updated 5 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 8 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆22Updated 7 years ago
• QingyunSun / Distributional-Robust-Kelly-Gambling
  ☆18Updated 5 years ago
• BessieChen / Algorithmic-Portfolio-Management-in-R-programming-language
  The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…
  ☆13Updated 6 years ago
• Pattrickps / Stock-Market-Prediction-Machine-learning
  —Machine Learning; stock prediction; Deep Learning; styling; LSTM(Long Short Term Memory)
  ☆9Updated 7 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• ml-hongkong / stock2vec
  Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history
  ☆38Updated 8 years ago
• kayuksel / combinatorial-bandit
  A method to search for a subset of best performing items wrt black-box reward function
  ☆12Updated 6 years ago
• OliverEdholm / Stock-Market-Probabilities-Deep-Learning
  Tries to predict if a stock will rise or fall with a certain percentage through giving probabilities of what events it thinks will happen…
  ☆25Updated 7 years ago
• cajohnst / Optimized_FX_Portfolio
  Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market
  ☆12Updated 8 years ago
• suraj-maniyar / Stock-Trading-Using-Machine-Learning
  A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.
  ☆22Updated 7 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆62Updated last month
• JustinMShea / ExpectedReturns
  ☆48Updated this week
• matthewclegg / partialCI
  R package for fitting the partially cointegrated model
  ☆15Updated 2 years ago
• andrewcharlesjones / universal_portfolios
  ☆13Updated 3 years ago
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆30Updated 8 years ago