romanmichaelpaolucci / Genetic_Neural_NetworkLinks
Genetic based optimization prior to standard backpropagation, the accompanying medium article can be found here
☆15Updated 5 years ago
Alternatives and similar repositories for Genetic_Neural_Network
Users that are interested in Genetic_Neural_Network are comparing it to the libraries listed below
Sorting:
- Algorithmic multi-greek hedges using Python☆21Updated 4 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆14Updated 5 years ago
- Stochastic volatility models☆18Updated 7 years ago
- ☆73Updated 3 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 6 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- Materials for blogs and conferences☆69Updated 4 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated 8 months ago
- finance☆43Updated 8 years ago
- ☆35Updated 7 years ago
- ☆10Updated 8 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆23Updated 4 years ago
- This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strat…☆25Updated 6 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 8 years ago
- Hedging portfolios with reinforcement learning.☆36Updated 8 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- ☆27Updated 3 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆22Updated last year
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last year
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆96Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year