fzn0728 / svm
SVM for stock/index prediction
☆11Updated 7 years ago
Related projects ⓘ
Alternatives and complementary repositories for svm
- Predicting a Stock Price Using a Genetic Algorithm☆15Updated 6 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 5 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 3 years ago
- Stock Prediction with XGBoost: A Technical Indicators' approach☆27Updated 5 years ago
- # Bayesian-Regression-to-Predict-Bitcoin-Price-Variations Predicting the price variations of bitcoin, a virtual cryptographic currency. T…☆20Updated 6 years ago
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆20Updated 7 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
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆18Updated 4 years ago
- ☆18Updated 5 years ago
- 量化FOF框架☆11Updated 5 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆24Updated 6 years ago
- Channel break out strategy for High Frequency Trading.☆13Updated 6 years ago
- —Machine Learning; stock prediction; Deep Learning; styling; LSTM(Long Short Term Memory)☆9Updated 7 years ago
- 基于机器学习的多因子研究框架☆13Updated 4 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆21Updated 6 years ago
- Stock Price prediction using news data. The datasets used consists news and stock price data from 2008 to 2016. The polarity(Subjectivity…☆47Updated 6 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
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆16Updated 4 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆40Updated 4 years ago
- We predict stock price with K-means clustering and support vector machine☆17Updated 5 years ago
- This project is to practice applying Long Short-Term Memory network in deep learning to predict time series financial data. I selected Am…☆15Updated 6 years ago
- Trend Prediction for High Frequency Trading☆38Updated last year
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- Recurrent Reinforcement Learning (RRL)This is a repository for the implementations of RRL, mainly following Moody's work, other authors w…☆9Updated 6 years ago
- High Frequency Jump Prediction Project☆34Updated 4 years ago
- Deep Direct Reinforcement Learning for Financial Signal Representation and Trading(http://cslt.riit.tsinghua.edu.cn/mediawiki/images/a/aa…☆28Updated 5 years ago