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
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- ☆73Updated 3 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 4 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- ☆35Updated 7 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆96Updated 2 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆132Updated 7 months ago
- ☆31Updated 2 years ago
- finance☆43Updated 8 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strat…☆25Updated 6 years ago
- ☆27Updated 6 years ago
- Deep Reinforcement Learning For Trading☆107Updated last year
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 7 years ago
- How to detect stock market crashes with topology.☆82Updated 4 years ago
- ☆33Updated 2 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Time Series Prediction of Volume in LOB☆58Updated last year
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆74Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- ☆41Updated 4 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆58Updated 3 years ago
- Deep learning modelling of orderbooks☆101Updated 5 years ago