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.☆70Updated 6 months ago
- Fama French model on a subset of Canadian Equity data with Python☆50Updated 6 years ago
- Code for PROFIT: Quantitative Day Trading From Natural Language Using Reinforcement Learning at NAACL 2021☆27Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 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
- ☆38Updated 2 years ago
- ☆32Updated 2 years ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆45Updated 2 years ago
- ☆66Updated 4 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆122Updated 5 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 4 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Updated 4 years ago
- ☆20Updated 3 years ago
- The project is about predicting the stock market movement based on the news headlines that published on a particular day. The news data …☆15Updated 7 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Differential Privacy-inspired LSTM for Stock Prediction Using Financial News. NeurIPS Robust AI in Financial Services 2019.☆35Updated 5 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆56Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- ☆42Updated 4 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Updated 5 years ago
- ☆41Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Cryptocurrency Valuation: An Explainable AI Approach☆15Updated 2 years ago
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆100Updated 4 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆40Updated last year
- Python Code used in publications, for archival purposes only☆20Updated 2 years ago
- Portfolio optimization with cvxopt☆40Updated this week