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:
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆85Updated last year
- ☆22Updated last year
- 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☆89Updated 5 months ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- ☆19Updated 8 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆53Updated 2 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆22Updated 4 months ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆88Updated 4 years ago
- ☆54Updated 4 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆86Updated last year
- Code to support my Master's thesis☆21Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆27Updated 2 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…☆49Updated 9 months ago
- Blaze☆16Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆33Updated 4 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆65Updated last month
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆47Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆45Updated 9 months ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆35Updated 5 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆119Updated last year
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆24Updated 2 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆64Updated 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…☆15Updated 4 years ago
- 多因子选股框架☆27Updated 4 years ago