fzn0728 / svm
SVM for stock/index prediction
☆12Updated 8 years ago
Alternatives and similar repositories for svm:
Users that are interested in svm are comparing it to the libraries listed below
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 5 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 6 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 8 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 5 years ago
- This project deals with the use of machine learning to predict changes in stock values as well as we incorporating study on effect of dif…☆13Updated 7 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Updated 4 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Updated 7 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- Time-Series Momentum Strategies☆11Updated 6 years ago
- Channel break out strategy for High Frequency Trading.☆13Updated 6 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆32Updated 4 years ago
- stock trading by Deep Q-Learning (Deep Q Network)☆13Updated 8 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
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆16Updated 2 years ago
- Stock Prediction with XGBoost: A Technical Indicators' approach☆27Updated 6 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- a stock prediction system☆9Updated 8 years ago
- Stock Market Prediction Using Unsupervised Features☆54Updated 6 years ago
- A project that uses Reinforcement Learning (Q-Learning) to trade stock.☆10Updated 7 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 7 years ago
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Updated 6 years ago
- A Higher-order HMM with EM algo.☆15Updated 2 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆16Updated 7 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago