joelowj / mtl-tsmomLinks
Multi Task Learning Time Series Momentum
☆23Updated last year
Alternatives and similar repositories for mtl-tsmom
Users that are interested in mtl-tsmom 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☆12Updated 11 months ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆50Updated last year
- ☆19Updated 8 years ago
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆41Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆85Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆80Updated 2 months ago
- Accepted at AAAI 25 Workshop Long Research Paper☆19Updated 2 months ago
- ☆53Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆80Updated last year
- ☆22Updated last year
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 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…☆14Updated 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…☆47Updated 6 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- Code to support my Master's thesis☆20Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆63Updated last year
- ☆32Updated 7 months ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆26Updated 2 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆30Updated 4 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆34Updated 2 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆23Updated last year
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Blaze☆15Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆61Updated 6 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆82Updated last year