ffRunKey / lightgbm_BiLSTMLinks
A Study on Stock Price Prediction and Quantitative Strategy - Based on Deep Learning 『深層学習に基づく株価予測とクオンツ戦略に関する研究』基于深度学习的股票价格预测和量化策略研究
☆31Updated 3 years ago
Alternatives and similar repositories for lightgbm_BiLSTM
Users that are interested in lightgbm_BiLSTM are comparing it to the libraries listed below
Sorting:
- 使用随机森林、bp神经网络、LSTM神经网络、GRU对股票收盘价进行回归预测。Random forest, BP neural network, LSTM neural network and GRU are used to predict the closing pric…☆53Updated 5 years ago
- Try to predict stock price with LSTM、GAN and DRL, exploring the features of news and technical indicators，which help improving perfomance…☆100Updated 5 years ago
- 使用机器学习进行股票预测并指导短线(预测未来3日股价)交易。☆79Updated 3 years ago
- 基于机器学习的股票投资算法，使用到了Auto-ARIMA、LSTM、SVM、Prophet、朴素贝叶斯、移动平均算法等多个算法，从信息收集、算法分析、回测等多个方面进行分析，从消息面、基本面、技术面三种分析方法进行分析。☆97Updated 5 years ago
- 基于LSTM的股票价格预测☆66Updated 6 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆78Updated 7 years ago
- 算法根据单个板块或单只股票的历 史数据判断板块指数或个股次日收盘价信息，得到相应的调仓对策。可回归（预测具体价格）可分类（预测涨跌）。 长短期记忆模型(LSTM)是循环神经网络(RNN)的一种，每个输入样本都是一个序列（如某板块20天的四价一量）用这个序列预测结果。它认为某些…☆62Updated 5 years ago
- 金融时间序列（预测分析 / 相似度 / 数据处理）☆243Updated last year
- （陆续更新）重新整理过的基于机器学习的股票价格预测算法，里面包含了基本的回测系统以及各种不同的机器学习算法的股票价格预测，包含：LSTM算法、Prophet算法、AutoARIMA、朴素贝叶斯、SVM等☆68Updated 5 years ago
- 多因子选股量化交易策略, 基于中证500指数股票2017至2022年年分钟交易数据构建.☆29Updated last year
- ☆99Updated 4 years ago
- 基于机器学习方法构建多因子选股模型：RandomForest, GBDT, Adaboots, xgboost，MLP, Linear Model, LSTM☆211Updated 5 years ago
- 多因子打分选股☆13Updated 3 years ago
- 一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆49Updated 3 years ago
- 基于聚宽平台，探索分钟级的高频交易☆34Updated 5 years ago
- 股价预测程序，尝试各种模型。☆34Updated 4 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆34Updated 2 years ago
- 多因子选股框架☆24Updated 4 years ago
- 对于一个板块内的股票使用Kmeans聚类剔除垃圾股，利用遗传算法分析上市公司的财务指标，从基本面的角度得出合理的股票选择模型，帮助投资者在某个板块内确定出选择高收益股票的标准，策略样本外回测计效见backtest.png文件。☆70Updated 4 years ago
- ☆87Updated 8 months ago
- LSTM 实现的股票最高价预测☆142Updated 2 years ago
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆25Updated 4 years ago
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆86Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- 沪深300指数增强模型☆85Updated 5 years ago
- An attempt to implement the idea behind this paper: https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0212320☆20Updated 3 years ago
- Multi Factor Stock Selection Model with XGBoost Tree Boosting☆8Updated 2 years ago
- 获取经典的量化多因子模型数据☆81Updated 3 years ago
- a multifactor model for Chinese stocks and a web site for stock scores; 基于股票的基本面、竞争力、估值等指标，用多因子模型给股票“打分”诊断☆27Updated 5 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆44Updated 5 years ago