houjingyi-ustb / discover_PLFLinks
☆17Updated 2 years ago
Alternatives and similar repositories for discover_PLF
Users that are interested in discover_PLF are comparing it to the libraries listed below
Sorting:
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆13Updated last year
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 9 months ago
- ☆16Updated 4 years ago
- Contains the implementation of the EDAIN and EDAIN-KL methods proposed in our paper. The research was also part of the thesis I wrote as …☆15Updated last year
- Parameter Efficient Deep Probabilistic Forecasting☆14Updated 3 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆19Updated 2 years ago
- The source code of paper "Multi-step-ahead Prediction from Short-term Data by Delay-Embedding-based Forecast Machine"☆17Updated last year
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Updated 5 years ago
- Testing and implementation of ML algorithms for the analysis of cryptocurrency trends.☆12Updated last year
- ☆17Updated 2 months ago
- Markov decision processes under model uncertainty☆17Updated 3 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Updated 2 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Updated 3 years ago
- Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021☆20Updated 4 years ago
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆12Updated 2 years ago
- Stock Price Prediction☆19Updated last year
- repository for accepted paper in BigData 2022 conference☆12Updated 2 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆19Updated last year
- A modification of traditional random forest for time-series forecasting☆12Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆33Updated 9 months ago
- Alpha model skeletons & examples☆12Updated 2 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 3 years ago
- ☆21Updated 2 years ago
- End-to-end distributionally robust optimization☆37Updated 2 years ago
- A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics☆14Updated 3 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆12Updated 2 years ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Updated 3 years ago
- The code for Fuzzy Investment Counselor (FIC) and Markowitz portfolio theory for stock investment☆14Updated 5 years ago
- ☆40Updated 2 years ago
- ☆14Updated 5 years ago