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:
- ☆42Updated 4 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆22Updated last year
- 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
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 3 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
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Updated 3 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆76Updated 7 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- finance☆43Updated 8 years ago
- ☆22Updated 3 years ago
- ☆14Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Updated 2 years ago
- Hawkes with Latency☆20Updated 5 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆40Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆57Updated 3 years ago
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆49Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Python Code used in publications, for archival purposes only☆20Updated 2 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
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last year
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- A scikit-learn compatible classifier to perform trade classification in Python.☆20Updated last week
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago