johnnyp2587 / transfer-learningLinks
Implementation of transfer learning based with autoencoder architecture
☆17Updated 5 years ago
Alternatives and similar repositories for transfer-learning
Users that are interested in transfer-learning are comparing it to the libraries listed below
Sorting:
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆22Updated last year
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- ☆42Updated 4 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- Trellis is a Python framework for research into deep hedging☆23Updated 4 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆39Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- ☆12Updated 2 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆76Updated 7 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- finance☆43Updated 8 years ago
- alpha-RNN☆29Updated 5 years ago
- Time series and Financial analysis in python☆15Updated 6 years ago
- Volatility models for stock prices using deep learning and mixture models.☆16Updated 3 years ago
- my talk for credit suisse☆41Updated this week
- Talk Materials for "Convex Optimization for Finance"☆30Updated 3 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- ☆25Updated last month
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Hawkes with Latency☆20Updated 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…☆50Updated 11 months ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 3 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- ☆20Updated 2 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆27Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆56Updated 2 years ago