joelowj / mtl-tsmomLinks
Multi Task Learning Time Series Momentum
☆24Updated 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 last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆91Updated 6 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- ☆22Updated last year
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 10 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆120Updated last year
- Accepted at AAAI 25 Workshop Long Research Paper☆23Updated 5 months ago
- ☆54Updated 4 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆86Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆54Updated 2 years ago
- ☆19Updated 8 years ago
- Code to support my Master's thesis☆21Updated 2 years ago
- ☆34Updated 10 months ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- ☆41Updated 4 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆89Updated 4 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆65Updated 2 months ago
- Blaze☆16Updated 4 years ago
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆49Updated 2 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 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☆36Updated 3 years ago
- Gerber robust statistics for portfolio optimization☆62Updated 3 years ago
- Reproduce AAAI22-FactorVAE☆68Updated 2 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆43Updated 6 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- ☆54Updated 3 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆73Updated 4 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆36Updated 3 years ago