giotto-ai / stock-market-crashesView external linksLinks
How to detect stock market crashes with topology.
☆82Apr 14, 2021Updated 4 years ago
Alternatives and similar repositories for stock-market-crashes
Users that are interested in stock-market-crashes are comparing it to the libraries listed below
Sorting:
- How to use topology to decode binary signals in high-noise regimes.☆18Sep 24, 2020Updated 5 years ago
- The shape of football games.☆19Nov 9, 2023Updated 2 years ago
- ☆12Sep 24, 2020Updated 5 years ago
- A high-performance topological machine learning toolbox in Python☆967Jun 18, 2024Updated last year
- Digital Signal Processing Indicators For Market Data.☆33Mar 29, 2020Updated 5 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Jan 19, 2023Updated 3 years ago
- ☆18Apr 1, 2023Updated 2 years ago
- A toolkit for social media information extraction using multi-task learning and active learning☆19Dec 27, 2022Updated 3 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Oct 13, 2022Updated 3 years ago
- This repo simulates Poker rounds to identify winning percentages and probabilities☆12May 1, 2023Updated 2 years ago
- Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets☆17Nov 21, 2024Updated last year
- Multivariate time-series forecasting on stock market data using a transformer neural network☆12Jan 10, 2023Updated 3 years ago
- Code for our ICLR Trustworthy ML 2020 workshop paper "Improved Image Wasserstein Attacks and Defenses"☆14Apr 28, 2020Updated 5 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆13Mar 11, 2021Updated 4 years ago
- Predict scalar coupling in molecules☆15Mar 14, 2021Updated 4 years ago
- This repository demonstrates application of unsupervised learning in the financial markets. K-Means clustering is employed to create a di…☆12May 4, 2022Updated 3 years ago
- Code for the UCL Statistical NLP course☆11Jan 19, 2015Updated 11 years ago
- AlphaWaveData delivers APIs for financial data analysis.☆71Sep 16, 2021Updated 4 years ago
- Evolution of Discrete data with Reinforcement Learning☆13Dec 8, 2019Updated 6 years ago
- An implementation of the prediction strength algorithm from Tibshirani, Walther, Botstein, and Brown's "Cluster validation by prediction …☆18Feb 17, 2011Updated 15 years ago
- Trend trading strategies filtered by the Market Meanness Index.☆12Apr 1, 2018Updated 7 years ago
- Voice Conversion using Tacotron.☆11Dec 29, 2022Updated 3 years ago
- ☆13May 27, 2023Updated 2 years ago
- ELECTRA MODEL NLP☆13Apr 8, 2020Updated 5 years ago
- Deep RL for portfolio management☆13Aug 31, 2018Updated 7 years ago
- Cross-modal Coherence Modeling for Caption Generation☆11Jul 24, 2020Updated 5 years ago
- Weighted multiple-instance learning algorithm based on stochastic gradient descent☆12Feb 22, 2019Updated 6 years ago
- Topological Data Analysis of a Financial Time Series for insights from Landscapes for detecting Financial Crashes☆12Mar 14, 2018Updated 7 years ago
- McKernel: A Library for Approximate Kernel Expansions in Log-linear Time.☆13Sep 3, 2022Updated 3 years ago
- ☆30Mar 29, 2021Updated 4 years ago
- How to generate Gaussian samples☆13Dec 4, 2025Updated 2 months ago
- CS224S Course Project☆14Jun 9, 2014Updated 11 years ago
- ☆12Jan 9, 2019Updated 7 years ago
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆12Feb 7, 2025Updated last year
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆124Nov 18, 2020Updated 5 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆221Sep 27, 2019Updated 6 years ago
- Python Package: Fitting and Forecasting the yield curve☆39Feb 25, 2021Updated 4 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year