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 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- finance☆43Updated 8 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
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- ☆35Updated 7 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆23Updated 4 years ago
- ☆73Updated 3 years ago
- ☆42Updated 4 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- ☆66Updated 7 years ago
- ☆27Updated 6 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 4 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆94Updated 2 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 7 months ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- ☆41Updated 4 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- ☆27Updated 3 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Contains the code for my financial machine learning articles☆49Updated 5 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 8 years ago
- Tutorials about Machine Learning and Deep Learning☆30Updated 6 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Updated 2 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 6 years ago
- ☆13Updated 4 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year