lsclovecode / Real-Time-Stock-Streaming-PipelineLinks
☆17Updated 8 years ago
Alternatives and similar repositories for Real-Time-Stock-Streaming-Pipeline
Users that are interested in Real-Time-Stock-Streaming-Pipeline are comparing it to the libraries listed below
Sorting:
- tabular q learning for trading☆12Updated 7 years ago
- DJIA index prices of 10 years and NYtimes news articles headline has been used to predict the DJIA index prices☆18Updated 7 years ago
- Using Q-learning to better navigate orderbooks.☆23Updated 7 years ago
- WaveNet model applied to intra-day Bitcoin exchange forcasting☆55Updated 7 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆45Updated 7 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 7 years ago
- Machine Learning for Financial Market Prediction☆59Updated 7 years ago
- Pythonic S&P 500 Index Prediction (Portfolio Project at DSR)☆27Updated 11 years ago
- ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING☆15Updated 7 years ago
- L1 Trend Filtering☆19Updated last year
- Portfolio optimization package in Python.☆16Updated 5 years ago
- Stochastic volatility models☆19Updated 7 years ago
- My work on UCSD CSE 250B Principles of Artificial Intelligence: Learning Algorithms☆13Updated 6 years ago
- Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-40…☆57Updated 6 years ago
- Cointegration Test in python☆28Updated 6 years ago
- Embedding stocks to vectors based on the price history☆64Updated 9 years ago
- Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history☆38Updated 8 years ago
- (1) LSTM-RNN stock prices (historical closing precies of S&P500) prediction using keras with tensorflow. (2) Experiments APIs on the netw…☆24Updated 8 years ago
- Predicting the stock market with sentiment analysis and LSTM techniques☆83Updated 5 years ago
- A repository for some of the code I used in kaggle data science & machine learning tasks.☆130Updated 4 years ago
- Detecting critical transitions in financial networks with topological data analysis.☆16Updated 6 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆37Updated 8 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 7 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 9 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆15Updated 7 years ago
- Hedging portfolios with reinforcement learning.☆36Updated 8 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆98Updated 2 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆95Updated 3 years ago
- Playing with Financial Time Series☆27Updated 6 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago