longfly04 / A-Stock-Prediction-System-with-Deep-LearningLinks
Try to predict stock price with LSTM、GAN and DRL, exploring the features of news and technical indicators,which help improving perfomance of predictions.
☆106Updated 5 years ago
Alternatives and similar repositories for A-Stock-Prediction-System-with-Deep-Learning
Users that are interested in A-Stock-Prediction-System-with-Deep-Learning are comparing it to the libraries listed below
Sorting:
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- Intra day Stock Prediction 10 minutes into the future☆111Updated 6 years ago
- Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory☆311Updated 2 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆85Updated 4 months ago
- 沪深300指数增强模型☆86Updated 6 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆79Updated 7 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☆35Updated 3 years 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…☆69Updated 4 years ago
- Barra-Multiple-factor-risk-model☆144Updated 8 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆118Updated last year
- An end-to-end stock factors mining neural network framework.☆44Updated 2 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆87Updated 4 years ago
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆50Updated 3 years ago
- ☆42Updated 2 years ago
- 使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合,有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…☆152Updated 5 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆66Updated 2 years ago
- Stock factor mining with CNN and GRU.☆65Updated 2 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆129Updated 2 years ago
- 多因子选股框架☆27Updated 4 years ago
- stock prediction with GAN and WGAN☆103Updated 3 years ago
- 基于机器学习方法构建多因子选股模型:RandomForest, GBDT, Adaboots, xgboost,MLP, Linear Model, LSTM☆219Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- ☆89Updated 10 months ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆65Updated 4 years ago
- ☆105Updated last year
- 101 alpha factors calculate based on Alpha101☆144Updated 6 years ago
- ☆112Updated 5 years ago
- stock☆95Updated 4 years ago