milenavuletic / Fin-GAN
Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
☆100Updated 11 months ago
Alternatives and similar repositories for Fin-GAN:
Users that are interested in Fin-GAN are comparing it to the libraries listed below
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆46Updated last year
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper☆29Updated 11 months ago
- Code for the paper Volatility is (mostly) path-dependent☆59Updated 10 months ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆139Updated 7 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆71Updated 11 months ago
- Implements Path Shadowing Monte Carlo (PSMC).☆68Updated last month
- Statistical Jump Models in Python, with scikit-learn-style APIs☆53Updated 2 weeks ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆113Updated 4 years ago
- Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]☆20Updated 3 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 3 years ago
- ☆69Updated 4 years ago
- ☆35Updated last year
- Financial AI with Python☆61Updated last month
- Deep Reinforcement Learning for Portfolio Optimization☆103Updated 4 years ago
- ☆80Updated 2 months ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆65Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆78Updated last year
- Multivariate GARCH modelling in Python☆16Updated 2 months ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆28Updated last year
- Reproduce AAAI22-FactorVAE☆57Updated last year
- ☆63Updated this week
- Portfolio optimization with cvxopt☆37Updated last week
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆50Updated last year
- The implementation of "modeling financial time-series with generative adversarial networks"☆61Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆116Updated last year
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆36Updated 10 months ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆93Updated last week
- DCC-GARCH(1,1) for multivariate normal distribution.☆59Updated last year
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆38Updated 4 years ago
- ☆137Updated last year