hawemily / transformers-for-stock-price-predictionLinks
☆32Updated 3 years ago
Alternatives and similar repositories for transformers-for-stock-price-prediction
Users that are interested in transformers-for-stock-price-prediction are comparing it to the libraries listed below
Sorting:
- This project implements the two deep reinforcement learning algorithms on portfolio management☆54Updated 7 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆128Updated 2 years ago
- ☆105Updated 8 months ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆64Updated 2 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆105Updated last year
- ☆129Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆66Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆45Updated 8 months ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆78Updated 9 months ago
- An open-source framework for reduction of overfitting of DRL agents in Finance☆71Updated 2 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆72Updated 4 years ago
- Stock price prediction using a Temporal Fusion Transformer☆113Updated 2 years ago
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with L…☆78Updated 4 months ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆53Updated 2 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- ☆63Updated last year
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆118Updated last year
- ☆88Updated last year
- Deep Q-Learning Applied to Algorithmic Trading☆28Updated 3 months ago
- Intra day Stock Prediction 10 minutes into the future☆112Updated 6 years ago
- Multi Agent Reinforcement learning for Financial Trading☆13Updated 2 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆81Updated last year
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆85Updated 2 years ago
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and …☆45Updated 3 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆73Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆85Updated 4 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆106Updated 9 months ago
- Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion Approach: A novel algorithmic trad…☆126Updated 4 years ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 4 years ago