ptuls / multiarm_kelly_portfolioView external linksLinks
Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation
☆29Jul 6, 2023Updated 2 years ago
Alternatives and similar repositories for multiarm_kelly_portfolio
Users that are interested in multiarm_kelly_portfolio are comparing it to the libraries listed below
Sorting:
- This repository contains dataset for paper FedNLP: An interpretable NLP System to Decode Federal Reserve Communications, published in SIG…☆15Feb 7, 2024Updated 2 years ago
- Source code for Hierarchical Probabilistic Forecasting of Electricity Demand with Smart Meter Data by Ben Taieb, Souhaib, Taylor, James, …☆10Sep 4, 2019Updated 6 years ago
- ☆10Jul 25, 2021Updated 4 years ago
- [deprecated] U.S. public financial analysis tools using pandas.☆14Jan 8, 2022Updated 4 years ago
- M5 Uncertainty kaggle competition, 3rd place solution☆40Mar 12, 2024Updated last year
- Stock-Robo-Advisor project including backtesting, simulating and practicality for future.☆13Apr 24, 2021Updated 4 years ago
- chameleonQuant was born as an open-source Java framework to help enthusiast quants to implement system trading strategies and dynamic por…☆19Jan 4, 2022Updated 4 years ago
- Partial Codes and datasets for NeurIPS'19 "Stochastic Shared Embeddings: Data-driven Regularization of Embedding Layers"☆20Nov 1, 2019Updated 6 years ago
- The generalised Kelly Criterion (a.k.a. The Real Kelly) for mutually exclusive outcomes☆20Mar 21, 2020Updated 5 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Jul 13, 2022Updated 3 years ago
- Top 3% solution for Kaggle M5 Accuracy competition☆24Jul 1, 2020Updated 5 years ago
- Implementations of normalizing flows using python and tensorflow☆24Dec 3, 2024Updated last year
- 'Portfolio Analysis, methods for portfolio optimization'☆24Jan 26, 2021Updated 5 years ago
- This repository relates to the paper "Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Oppor…☆22Jul 19, 2021Updated 4 years ago
- Second coursework & case from Sber Data Science competition. Links to scientific papers to which I will refer will be here.☆13Nov 12, 2021Updated 4 years ago
- R package for Online Ranking Methods☆25Nov 30, 2025Updated 2 months ago
- Portfolio optimization using Genetic algorithm.☆62Jan 2, 2021Updated 5 years ago
- Use various machine learning algorithms to predict horse racing results.☆26Jul 6, 2019Updated 6 years ago
- Python implementation of "Content-based recommendations with poisson factorization", with some extensions☆30Jul 30, 2023Updated 2 years ago
- ☆24Apr 23, 2020Updated 5 years ago
- 3rd Year University Undergraduate dissertation project, supervised by https://www.nottingham.ac.uk/computerscience/people/thomas.gaertner…☆23Jun 22, 2018Updated 7 years ago
- A research project and comparative study on various Active Noise Cancellation Algorithms like FxLMS, EMFN, Chebyshev filter and Hammerste…☆10Jul 3, 2022Updated 3 years ago
- ☆11May 17, 2024Updated last year
- A library of techniques for local interpretation of machine learning models☆10Mar 24, 2023Updated 2 years ago
- Kaggle M5 Forecasting - Uncertainty 4th Place Solution☆33Sep 30, 2022Updated 3 years ago
- Winning Solution for the M5 Competition for Uncertainty Forecasting☆10May 25, 2023Updated 2 years ago
- ☆11Dec 23, 2024Updated last year
- Python client for Contec CMS50EW pulse oximeter☆11Apr 6, 2017Updated 8 years ago
- Реализация sklearn-based Transformer-а для Weight of Evidence преобразования☆10May 6, 2020Updated 5 years ago
- Python package that allows developers to convert Ethereum smart contract ABIs into interactive HTML user interface.☆17Aug 6, 2023Updated 2 years ago
- Transfer Learning for Stenosis Detection in X-ray Coronary Angiography☆13Jul 3, 2021Updated 4 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- A comprehensive list of pain intensity classification papers mainly based on deep learning algorithms☆12Oct 20, 2024Updated last year
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Dec 17, 2020Updated 5 years ago
- Covariance Matrix Estimation via Factor Models☆38Mar 25, 2019Updated 6 years ago
- Time Series Forecasting Framework☆41Dec 26, 2022Updated 3 years ago
- ☆38Nov 26, 2023Updated 2 years ago
- Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL U…☆45Nov 25, 2022Updated 3 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Jan 30, 2024Updated 2 years ago