liorsidi / sp500-stock-similarity-time-series
Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co-integration, Euclidean and Pearson.
☆98Updated 3 years ago
Alternatives and similar repositories for sp500-stock-similarity-time-series:
Users that are interested in sp500-stock-similarity-time-series are comparing it to the libraries listed below
- The implementation of "modeling financial time-series with generative adversarial networks"☆62Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting☆32Updated 2 years ago
- Hidden Markov Model (HMM) based stock forecasting☆100Updated 7 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆60Updated 3 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆66Updated 3 years ago
- https://arxiv.org/abs/2006.04992☆19Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- Open code for PriceGraph☆71Updated 11 months ago
- Stock Price prediction using news data. The datasets used consists news and stock price data from 2008 to 2016. The polarity(Subjectivity…☆48Updated 7 years ago
- Deep q learning on determining buy/sell signal and placing orders☆48Updated 5 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆56Updated 6 years ago
- Notes on Advances in Financial Machine Learning☆78Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆116Updated 2 years ago
- Applying Deep Learning and NLP in Quantitative Trading☆105Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- Deep Learning - Neural network (RNN, LSTM & GRU)☆66Updated 6 years ago
- CS7641 Team project☆94Updated 4 years ago
- ☆49Updated 3 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆62Updated last year
- Attempt to replicate: A deep learning framework for financial time series using stacked autoencoders and long- short term memory☆91Updated 3 years ago
- ☆198Updated 2 years ago
- ☆72Updated 3 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- Using past price data and sentiment analysis from news and other documents to predict the S&P500 index using a LSTM RNN. Idea replicated …☆32Updated 11 months ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆62Updated 4 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago