mlpanda / DeepLearning_Financial
Attempt to replicate: A deep learning framework for financial time series using stacked autoencoders and long- short term memory
☆89Updated 2 years ago
Alternatives and similar repositories for DeepLearning_Financial:
Users that are interested in DeepLearning_Financial are comparing it to the libraries listed below
- implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)☆78Updated 2 years ago
- Stock Market Prediction Using Unsupervised Features☆53Updated 6 years ago
- A deep learning model for Financial Signal Representation and Trading☆72Updated 6 years ago
- This project aims to predict VOLATILITY S&P 500 (^VIX) time series using LSTM.☆97Updated 4 years ago
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆129Updated 4 years ago
- Deep Direct Reinforcement Learning for Financial Signal Representation and Trading(http://cslt.riit.tsinghua.edu.cn/mediawiki/images/a/aa…☆29Updated 5 years ago
- Implementations of FX trading with RRL☆64Updated 6 years ago
- RNN - Stock Prediction Model using Attention Multilayer Recurrent Neural Networks with LSTM Cells☆39Updated 7 years ago
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆40Updated 2 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 7 years ago
- Deep Time Series Code (Stock Sentiment Prediction)☆82Updated 6 years ago
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆21Updated 7 years ago
- ☆130Updated 5 years ago
- Reinforcement Learning for Automated Trading☆85Updated 8 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 6 years ago
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆66Updated 5 years ago
- Applying Deep Learning and NLP in Quantitative Trading☆104Updated 5 years ago
- Try to predict stock price with LSTM、GAN and DRL, exploring the features of news and technical indicators，which help improving perfomance…☆90Updated 5 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆113Updated 4 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆41Updated 5 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…☆60Updated 3 years ago
- Intra day Stock Prediction 10 minutes into the future☆103Updated 5 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆34Updated 5 years ago
- ☆191Updated last year
- CSCI 599 deep learning and its applications final project☆151Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- The implementation of "modeling financial time-series with generative adversarial networks"☆61Updated last year
- Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…☆87Updated 5 years ago
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆95Updated 3 years ago
- Stock price trend analysis using Fourier transform☆43Updated 6 years ago