Reproduction of code described in the paper "Stock Market Prediction Based on Generative Adversarial Network" by Kang Zhang et al.
☆28Jun 12, 2020Updated 5 years ago
Alternatives and similar repositories for stock_market_GAN
Users that are interested in stock_market_GAN are comparing it to the libraries listed below
Sorting:
- stock forecasting with sentiment variables(with lstm as generator and mlp as discriminator)☆36Nov 5, 2019Updated 6 years ago
- Code for IJCAI 2021 main conference paper "Long-term, Short-term and Sudden Event: Trading Volume Movement Prediction with Graph-based M…☆22Dec 24, 2021Updated 4 years ago
- An Empirical Study of Optimal Combination of Algorithms for Prediction-Based Portfolio Optimization Model using Machine Learning over Co…☆11Jun 15, 2022Updated 3 years ago
- ☆15Jan 11, 2021Updated 5 years ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆14Jul 12, 2025Updated 7 months ago
- Generative Adversarial Network for Stock Market Price Prediction☆58Dec 9, 2019Updated 6 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Aug 21, 2020Updated 5 years ago
- Trading Bitcoin with Deep Reinforcement Learning☆19Dec 24, 2019Updated 6 years ago
- Metropolis-Hastings GAN in Tensorflow for enhanced generator sampling☆19Mar 29, 2019Updated 6 years ago
- This project is essentially the implementation of the paper “Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time …☆23Sep 22, 2020Updated 5 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated 11 months ago
- ARIMA, DBN,FFNN,GBRT,LSTM,RFR,SEQ2SEQ,SVR,XGBOOST☆23Mar 15, 2019Updated 6 years ago
- In this work, the application of the Triple-Barrier Method and Meta-Labeling techniques are explored using XGBoost to develop a sentiment…☆22Feb 25, 2024Updated 2 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Apr 23, 2024Updated last year
- a wavelet-based multifractal image analysis tool implementing the WTMM (Wavelet Transform Modulus Maxima) method.☆11Feb 1, 2020Updated 6 years ago
- In this project, we implement and compare the performance of several machine learning and deep learning algorithms in predicting the US s…☆57Dec 29, 2020Updated 5 years ago
- Stock price forecasting stuff with BERT☆33Sep 23, 2020Updated 5 years ago
- This is the repository for the paper CSPRD: A Financial Policy Retrieval Dataset for Chinese Stock Market☆36Mar 8, 2024Updated 2 years ago
- An R package for forecasting volatility, using the Markov Switching Multifractal model.☆33Apr 27, 2017Updated 8 years ago
- A trading bot that utilizes a Long Short Term Memory (LSTM) Neural Network and other analysis methods☆30Jul 12, 2016Updated 9 years ago
- Project analyzes Amazon Stock data using Python. Feature Extraction is performed and ARIMA and Fourier series models are made. LSTM is us…☆450Aug 14, 2020Updated 5 years ago
- Time Series forecasting using Seasonal ARIMA & Prophet. Applied statistical tests like Augmented Dickey–Fuller test to check stationary o…☆27Jan 25, 2022Updated 4 years ago
- In this project, we will compare two algorithms for stock prediction. First, we will utilize the Long Short Term Memory(LSTM) network to …☆265Jun 24, 2021Updated 4 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆12Jan 12, 2021Updated 5 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Mar 27, 2023Updated 2 years ago
- Implementing a Generative Adversarial Network on the Stock Market☆121Feb 24, 2022Updated 4 years ago
- ☆35Jan 1, 2025Updated last year
- Implementation of the model from "Faster sorting algorithms discovered using deep reinforcement learning" that discovered an all-new ult…☆11Aug 29, 2023Updated 2 years ago
- RL algorithm for stock trading with multiple reward functions☆11Apr 21, 2024Updated last year
- Computing calibrated prediction intervals for neural network regressors☆10May 28, 2019Updated 6 years ago
- Code implementation of "SENN: Stock Ensemble-based Neural Network for Stock Market Prediction using Historical Stock Data and Sentiment A…☆77Oct 7, 2020Updated 5 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆36Oct 17, 2022Updated 3 years ago
- Differential Privacy-inspired LSTM for Stock Prediction Using Financial News. NeurIPS Robust AI in Financial Services 2019.☆36Aug 25, 2020Updated 5 years ago
- Advanced trend detection and labelling for time series with Python☆21Oct 21, 2025Updated 4 months ago
- ☆10Jul 21, 2019Updated 6 years ago
- An automatic Don-Chian breakout strategy trader using TQSDK.☆12Aug 11, 2020Updated 5 years ago
- FinanceGPT-B☆10Mar 26, 2024Updated last year
- Open Source Tsetlin Machine framework☆17Oct 15, 2018Updated 7 years ago