miguel-data-sc / FinQBoostLinks
Financial Portfolio Quintile Probability Forecaster #2 winner of M6 Financial Forecasting Competition
☆14Updated 2 years ago
Alternatives and similar repositories for FinQBoost
Users that are interested in FinQBoost are comparing it to the libraries listed below
Sorting:
- M6-Forecasting competition☆43Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- ☆50Updated last year
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆63Updated 3 months ago
- Data, Benchmarks, and methods submitted to the M6 forecasting competition☆114Updated 9 months ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆46Updated 5 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 8 months ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Python Code used in publications, for archival purposes only☆20Updated 2 years ago
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆28Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆80Updated last year
- This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by R…☆14Updated last year
- Portfolio optimization with cvxopt☆39Updated 5 months ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆35Updated last year
- ☆26Updated 10 months ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆84Updated 2 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last month
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆114Updated 4 years ago
- detecting regime of financial market☆38Updated 2 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- ☆27Updated 6 years ago
- Fast Combinatorial Cross Validation☆15Updated 4 years ago
- Research Repo (Archive)☆74Updated 4 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 4 months ago
- ☆19Updated 2 years ago
- ☆42Updated 2 years ago