jiewwantan / RNN_LSTM_trading_model
This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture. This is for single stock prediction and backtesting, another RNN LSTM network and backtester for multiple-stock portfolio will be added soon.
☆28Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for RNN_LSTM_trading_model
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆18Updated 4 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆58Updated 3 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆35Updated 4 years ago
- A financial trading method using machine learning.☆58Updated last year
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆12Updated 3 years ago
- ☆23Updated last year
- Pair Trading Strategy using Machine Learning written in Python☆112Updated 2 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆21Updated last year
- LSTM stock prediction and backtesting☆14Updated 4 years ago
- Trend Prediction for High Frequency Trading☆38Updated last year
- Mean Reversion Trading Strategy☆20Updated 3 years ago
- Stock Price Prediction using Regressions with Fast Fourier Transform (FFT) - Machine Learning Nanodegree capstone project (2017)☆33Updated 5 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆30Updated 4 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆27Updated 5 years ago
- Deep q learning on determining buy/sell signal and placing orders☆47Updated 5 years ago
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆39Updated last year
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆20Updated 7 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 4 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Mean-Variance Optimization using DL (pytorch)☆28Updated 2 years ago
- detecting regime of financial market☆31Updated 2 years ago
- jason887 / Using-Deep-Learning-Neural-Networks-and-Candlestick-Chart-Representation-to-Predict-Stock-Market☆51Updated 5 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 6 months ago
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and …☆36Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆49Updated 8 months ago
- Stock Market Price Prediction: Used machine learning algorithms such as Linear Regression, Logistics Regression, Naive Bayes, K Nearest N…☆17Updated 4 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 2 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆42Updated 4 years ago