gylx / GTNRL-TradingLinks
☆42Updated 4 years ago
Alternatives and similar repositories for GTNRL-Trading
Users that are interested in GTNRL-Trading are comparing it to the libraries listed below
Sorting:
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆39Updated 2 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- ☆10Updated 8 years ago
- finance☆43Updated 8 years ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆61Updated 3 years ago
- Portfolio optimization with cvxopt☆40Updated 3 weeks ago
- ☆34Updated 2 years ago
- Hedging portfolios with reinforcement learning.☆36Updated 8 years ago
- Deep Reinforcement Learning For Trading☆108Updated last year
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆98Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- How to detect stock market crashes with topology.☆82Updated 4 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- ☆36Updated 8 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 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
- Materials for blogs and conferences☆70Updated 4 years ago
- ☆32Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 7 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆37Updated 4 years ago
- This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strat…☆25Updated 6 years ago