mlpanda / DeepLearning_FinancialLinks
Attempt to replicate: A deep learning framework for financial time series using stacked autoencoders and long- short term memory
☆91Updated 3 years ago
Alternatives and similar repositories for DeepLearning_Financial
Users that are interested in DeepLearning_Financial are comparing it to the libraries listed below
Sorting:
- implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)☆78Updated 2 years ago
- Stock Market Prediction Using Unsupervised Features☆54Updated 6 years ago
- A deep learning model for Financial Signal Representation and Trading☆75Updated 6 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Updated 6 years ago
- RNN - Stock Prediction Model using Attention Multilayer Recurrent Neural Networks with LSTM Cells☆40Updated 7 years ago
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆42Updated 2 years ago
- This project aims to predict VOLATILITY S&P 500 (^VIX) time series using LSTM.☆100Updated 4 years ago
- ☆34Updated 5 years ago
- ☆132Updated 6 years ago
- Deep Direct Reinforcement Learning for Financial Signal Representation and Trading(http://cslt.riit.tsinghua.edu.cn/mediawiki/images/a/aa…☆29Updated 6 years ago
- Risk estimation algorithms☆30Updated 7 years ago
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆16Updated 7 years ago
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆70Updated 5 years ago
- A crypto currency live-trading backend for Huobi☆35Updated 7 years ago
- Reinforcement Learning for Automated Trading☆89Updated 8 years ago
- Applying Deep Learning and NLP in Quantitative Trading☆106Updated 6 years ago
- CNN for stock market prediction using raw data & candlestick graph.☆165Updated 5 years ago
- Implementations of FX trading with RRL☆64Updated 6 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆93Updated 2 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 8 years ago
- ☆73Updated 3 years ago
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆99Updated 3 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 5 years ago
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆133Updated 4 years ago
- CSCI 599 deep learning and its applications final project☆156Updated 6 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆124Updated 5 years ago
- apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPGPerforming a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆58Updated 6 years ago
- Deep Time Series Code (Stock Sentiment Prediction)☆83Updated 7 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 8 years ago
- Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.☆17Updated 6 years ago