rafatisina / Deep-Stock-PredctionLinks
https://arxiv.org/abs/2006.04992
☆19Updated 4 years ago
Alternatives and similar repositories for Deep-Stock-Predction
Users that are interested in Deep-Stock-Predction are comparing it to the libraries listed below
Sorting:
- 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 3 years ago
- An Empirical Study of Optimal Combination of Algorithms for Prediction-Based Portfolio Optimization Model using Machine Learning over Co…☆11Updated 3 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- stock prediction with GAN and WGAN☆102Updated 2 years ago
- Try to predict stock price with LSTM、GAN and DRL, exploring the features of news and technical indicators,which help improving perfomance…☆104Updated 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
- Intra day Stock Prediction 10 minutes into the future☆109Updated 6 years ago
- ☆77Updated 5 years ago
- ☆53Updated 3 years ago
- Open code for PriceGraph☆71Updated last year
- 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
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆24Updated 4 years ago
- TensorFlow implementation of Z. Hu et al. "Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predict…☆29Updated 11 months ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆45Updated 3 years ago
- Using past price data and sentiment analysis from news and other documents to predict the S&P500 index using a LSTM RNN. Idea replicated …☆33Updated last year
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 5 years ago
- 利用Wind API更新周频与月频因子☆12Updated 5 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆81Updated 3 months ago
- Stock Price Prediction with LSTM and Trading Strategy with Reinforcement Learning☆14Updated 5 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Updated 6 years ago
- In this project, we implement and compare the performance of several machine learning and deep learning algorithms in predicting the US s…☆55Updated 4 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
- Quantitative analysis with deep learning prediction and reinforcement learning transactions.☆15Updated 5 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆12Updated 2 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆27Updated 2 years ago
- This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture…☆27Updated 6 years ago
- An attempt to implement the idea behind this paper: https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0212320☆20Updated 3 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 11 months ago
- Attempt to replicate: A deep learning framework for financial time series using stacked autoencoders and long- short term memory☆91Updated 3 years ago