fabiorodp / uio_master_thesis
☆17Updated 2 years ago
Alternatives and similar repositories for uio_master_thesis:
Users that are interested in uio_master_thesis are comparing it to the libraries listed below
- Time series and Financial analysis in python☆15Updated 6 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆24Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆13Updated last month
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 10 months ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Tools for investing in Python☆43Updated 3 years ago
- Portfolio Management for Everyone☆22Updated last year
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- ☆14Updated 4 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆12Updated 4 months ago
- ☆26Updated 7 months ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Updated last year
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆34Updated last year
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆13Updated last year
- ☆20Updated 2 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Updated 4 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆9Updated 2 years ago
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆14Updated 2 years ago
- Financial Portfolio Optimization Algorithms☆54Updated 8 months ago
- ☆18Updated last year
- ☆16Updated 2 months ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 2 years ago
- Algorithmic multi-greek hedges using Python☆18Updated 4 years ago