A collection of Python notebooks demonstrating the integration of AI with financial strategies.
☆20Jul 6, 2026Updated last month
Alternatives and similar repositories for PythonFinanceAI
Users that are interested in PythonFinanceAI are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This collects the scripts and notebooks required to reproduce my published work.☆50Aug 13, 2026Updated 2 weeks ago
- A Simple stock recommendation system that reads finance news for you and recommend stocks.☆23Jan 23, 2024Updated 2 years ago
- Code implementations of my studies on the book Advances in Financial Machine Learning☆12May 18, 2020Updated 6 years ago
- The objective of this project is to develop a Monte Carlo simulation model for portfolio optimization to maximise an investor's max retur…☆12Dec 7, 2023Updated 2 years ago
- ☆15Jul 8, 2014Updated 12 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- In this repository you will find code for our capstone project "How to Predict Stock Movements Using NLP Techniques". The code has been a…☆28Feb 16, 2021Updated 5 years ago
- Data science blogs & guides in python and R. The contents covers wide range of topics like MLOps, automation, simulations, visualizations…☆17Updated this week
- This repo is for my articles published on Medium.com☆16Mar 8, 2023Updated 3 years ago
- This repository relates to the paper "Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Oppor…☆22Jul 19, 2021Updated 5 years ago
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆14Aug 12, 2024Updated 2 years ago
- ☆20Jul 23, 2025Updated last year
- A package for uncovering comovements and clusters of financial time series with transfer entropy.☆10Mar 10, 2019Updated 7 years ago
- This is a generic LaTeX template for dissertations (layout according to Imperial College London).☆15Jul 8, 2019Updated 7 years ago
- Efficient stochastic gradient descent algorithms for the estimation of generalized matrix factorization models in R.☆13Dec 15, 2025Updated 8 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A python package for decision-making algorithms☆11Jul 8, 2025Updated last year
- Options-flow features, unusual activity, dealer positioning, and short-horizon forecasting.☆24Jun 7, 2025Updated last year
- Get started using Deepgram's Text-to-Speech with this Flask demo app☆16Aug 14, 2026Updated 2 weeks ago
- Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations☆10Apr 18, 2022Updated 4 years ago
- Exploratory notebook . Techniques used: FFT, ARIMA, GARCH, Monte Carlo Simulations, fbprophet, LSTM, WaveNet.☆12Jul 11, 2022Updated 4 years ago
- ☆15Nov 26, 2025Updated 9 months ago
- Vector wavelet coherence for multiple time series☆14Jan 8, 2021Updated 5 years ago
- ☆16Aug 19, 2019Updated 7 years ago
- Multivariate GARCH modelling in Python☆16Jul 1, 2026Updated 2 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Codes to replicate analysis in Baker & Gelbach (2020)☆11Apr 25, 2020Updated 6 years ago
- Python implementation of Hotelling's T2 for process monitoring + MYT decomposition☆11Sep 9, 2025Updated 11 months ago
- Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (2009).☆11Sep 18, 2020Updated 5 years ago
- A Reversible Jump Markov Chain Monte Carlo Library written by Rhys Hawkins, Research School of Earth Sciences, Australian National Univer…☆12Jun 6, 2022Updated 4 years ago
- Quantile-based Spectral Analysis of Time Series☆13Jul 10, 2024Updated 2 years ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Nov 9, 2023Updated 2 years ago
- ☆10Apr 5, 2022Updated 4 years ago
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Jul 18, 2022Updated 4 years ago
- An extended example of streaming application in streamlit of a Stocks Monitoring Dashboard.☆13Dec 14, 2020Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Linear Regression Type II Models☆14Mar 16, 2018Updated 8 years ago
- Generate information about text including syllable counts and Flesch-Kincaid, Gunning-Fog, Coleman-Liau, SMOG and Automated Readability s…☆16Oct 31, 2016Updated 9 years ago
- Streamlit app for reusable RAG Chat Agents using Astra DB and Open AI☆12Dec 5, 2023Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- Replication Code for Identifying Price Informativeness☆13Mar 15, 2021Updated 5 years ago
- MX quickstart guide☆16Jan 30, 2026Updated 7 months ago
- This repository contains a Python implementation that allows you to use gorilla-llm/gorilla-openfunctions-v2 LLM to perform function call…☆17Apr 7, 2024Updated 2 years ago