hobinkwak / Portfolio-Optimization-Deep-LearningLinks
Mean-Variance Optimization using DL (pytorch)
☆32Updated 3 years ago
Alternatives and similar repositories for Portfolio-Optimization-Deep-Learning
Users that are interested in Portfolio-Optimization-Deep-Learning are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆36Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- detecting regime of financial market☆41Updated 3 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆38Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 3 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Portfolio optimization using Genetic algorithm.☆62Updated 4 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- ☆19Updated 8 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Updated 7 years ago
- Notebooks based on financial machine learning.☆55Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆94Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- Research Repo (Archive)☆74Updated 5 years ago
- quantitative asset allocation strategy☆34Updated 11 months ago
- Notes on Advances in Financial Machine Learning☆82Updated 7 years ago
- CS7641 Team project☆97Updated 5 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Updated 2 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆57Updated 4 years ago
- ☆41Updated 4 years ago
- ☆47Updated 2 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆36Updated 2 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆50Updated 11 months ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 3 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆33Updated 5 years ago
- ☆24Updated 5 years ago