gtfintechlab / CryptoBubbles-NAACLLinks
☆20Updated 3 years ago
Alternatives and similar repositories for CryptoBubbles-NAACL
Users that are interested in CryptoBubbles-NAACL are comparing it to the libraries listed below
Sorting:
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆71Updated 7 months ago
- ☆38Updated 2 years ago
- Code for PROFIT: Quantitative Day Trading From Natural Language Using Reinforcement Learning at NAACL 2021☆27Updated 4 years ago
- [ACL 2021-Findings] Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading."☆121Updated 4 years ago
- ☆66Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆83Updated 7 years ago
- ☆58Updated 5 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆123Updated 5 years ago
- ☆42Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆49Updated 3 years ago
- Differential Privacy-inspired LSTM for Stock Prediction Using Financial News. NeurIPS Robust AI in Financial Services 2019.☆35Updated 5 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- Python script to fetch historical data from the Binance Public API☆35Updated 6 years ago
- Code for stock movement prediction from tweets and historical stock prices.☆226Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆99Updated 4 years ago
- ☆46Updated 4 years ago
- ☆32Updated 2 years ago
- TensorFlow implementation of Z. Hu et al. "Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predict…☆29Updated last year
- ☆73Updated 5 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆81Updated last year
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆131Updated 2 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆82Updated 3 years ago
- Fama French model on a subset of Canadian Equity data with Python☆50Updated 6 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆39Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- Deep Reinforcement Learning Framework for Factor Investing☆30Updated 2 years ago
- Developing a trend following model using futures☆37Updated 2 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago