rian-dolphin / stock-embeddingsLinks
Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets
☆74Updated 5 months ago
Alternatives and similar repositories for stock-embeddings
Users that are interested in stock-embeddings are comparing it to the libraries listed below
Sorting:
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆76Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- ☆51Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆68Updated 3 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆56Updated 2 years ago
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆34Updated last year
- Official Implementation of SimStock : Representation Model for Stock Similarities☆78Updated 11 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆102Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆77Updated 2 weeks ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- ☆73Updated 4 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆82Updated 4 years ago
- ☆49Updated 3 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆87Updated 4 years ago
- Open code for PriceGraph☆71Updated last year
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆60Updated 4 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆119Updated 5 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆70Updated 4 months ago
- Deep Q-Learning Applied to Algorithmic Trading☆27Updated this week
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with L…☆55Updated 3 weeks ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆33Updated 2 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆64Updated last week
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆114Updated 3 months ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆40Updated 4 months ago
- The legacy version of QuantCoder, containing core workflows for transforming finance research into trading strategies and generating code…☆69Updated 2 months ago
- Gerber robust statistics for portfolio optimization☆58Updated 2 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago