jinit24 / ARIMA-Model
ARIMA model from scratch using numpy and pandas.
☆22Updated 3 years ago
Alternatives and similar repositories for ARIMA-Model:
Users that are interested in ARIMA-Model are comparing it to the libraries listed below
- Forecasting Monthly Sales of French Champagne - Perrin Freres☆25Updated 5 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆18Updated 5 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 6 months ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Updated 6 years ago
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆14Updated 6 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆37Updated 5 years ago
- Economic models and things in Pytorch☆21Updated 7 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆33Updated 10 months ago
- Source code for the course "Deep Reinforcement Learning for High-Frequency Trading" held at the Ukrainian Catholic University / Czech Tec…☆18Updated 2 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Multi-step Time Series Forecasting with ARIMA, LightGBM, and Prophet☆24Updated 3 months ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆9Updated 2 years ago
- ☆13Updated 5 years ago
- Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and…☆22Updated last year
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆15Updated 7 years ago
- Non-parametric method for estimating regime change in bivariate time series setting.☆13Updated 7 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- A Hybrid Method of Exponential Smoothing and Recurrent Neural Networks for Multivariate Time Series Forecasting☆13Updated 2 years ago
- Multivariate Multi Step Time Series modelling : Predicting the re-rise of bitcoin prices using RNN and optimising the model using GRU and…☆17Updated 4 years ago
- ☆12Updated last year
- A DQN agent that optimally hedges an options portfolio.☆22Updated 5 years ago
- Predicting option prices using Black-Scholes model and deep learning networks☆8Updated 4 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 4 months ago
- Resources and notes on programming, machine learning and data science☆12Updated 3 years ago
- ☆19Updated 4 years ago
- Modeling of intraday volatility and volume in financial markets☆15Updated last year
- My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".☆10Updated 2 years ago
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆34Updated last year
- Exploring Optimal Order Execution in Simulated Limit Order Books☆16Updated 2 years ago