mkhushi / code-with-paperLinks
☆21Updated 6 months ago
Alternatives and similar repositories for code-with-paper
Users that are interested in code-with-paper are comparing it to the libraries listed below
Sorting:
- ☆10Updated 6 years ago
- ☆20Updated 9 years ago
- Mean-Variance Optimization using DL (pytorch)☆32Updated 3 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 3 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆65Updated 6 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆37Updated 5 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆37Updated 4 years ago
- An implementation of a stock market trading bot, which uses Deep Q Learning☆24Updated 3 years ago
- Code to support my Master's thesis☆22Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- Deep q learning on determining buy/sell signal and placing orders☆51Updated 6 years ago
- ☆23Updated 6 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆50Updated 11 months ago
- Collection of indicators that I used in my strategies.☆60Updated 9 months ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- ☆32Updated 2 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…☆61Updated 4 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆13Updated last year
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- ☆40Updated 4 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆20Updated 2 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆40Updated 5 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 3 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆45Updated 6 years ago
- ☆41Updated 4 years ago
- Stock Prediction with XGBoost: A Technical Indicators' approach☆31Updated 6 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29Updated 2 years ago
- Research Repo (Archive)☆74Updated 5 years ago