hamaadshah / market_risk_gan_tensorflowLinks
Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
☆94Updated 2 years ago
Alternatives and similar repositories for market_risk_gan_tensorflow
Users that are interested in market_risk_gan_tensorflow are comparing it to the libraries listed below
Sorting:
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆73Updated 5 years ago
- ☆73Updated 3 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆118Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- This git repository is based on the work of J.Heaton, N.Polson and J.Witte and their articleDeep Learning for Finance: Deep Portfolios. …☆47Updated 7 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆32Updated last year
- Implementing a Generative Adversarial Network on the Stock Market☆121Updated 3 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 4 years ago
- Materials for blogs and conferences☆69Updated 4 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Updated 3 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 8 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Deep learning for forecasting company fundamental data☆141Updated 6 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆90Updated 4 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 6 months ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 3 months ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 6 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Attempt to replicate: A deep learning framework for financial time series using stacked autoencoders and long- short term memory☆92Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Implementation of a variety of Value-at-Risk backtests☆41Updated 6 years ago
- Neural network local volatility with dupire formula☆79Updated 4 years ago