Alternatives and similar repositories for Genetic_Neural_Network

Users that are interested in Genetic_Neural_Network are comparing it to the libraries listed below

• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆21Updated 5 years ago
• romanmichaelpaolucci / Automatic_Portfolio_Optimization
  A pipeline to optimize a portfolio of assets and test it against unseen data.
  ☆14Updated 5 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆34Updated 5 years ago
• convergenceIM / alpha-scientist
  ☆73Updated 3 years ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 7 years ago
• romanmichaelpaolucci / Dynamic_Algorithmic_Trading_Systems
  Dynamic algorithmic trading systems in Python using Interactive Broker's Python API
  ☆23Updated 4 years ago
• Rachnog / Reinforcement-Learning-in-Finance
  Materials for blogs and conferences
  ☆70Updated 4 years ago
• rodler / Quantinsti_RL
  ☆41Updated 4 years ago
• 3catz / finance
  Playing with Financial Time Series
  ☆27Updated 6 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated last year
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• zameyer1 / Evolutionary-Trading-Strategies
  This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strat…
  ☆25Updated 6 years ago
• sebjai / Portfolio-Wasserstein-Ball
  Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…
  ☆14Updated 2 years ago
• SimonOuellette35 / RLNonStationary
  Demo for the application of RL to non-stationary effects
  ☆45Updated 5 years ago
• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆36Updated 8 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆33Updated 5 years ago
• SvenBecker / TAA-PG
  Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).
  ☆33Updated 6 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated this week
• BlackArbsCEO / option_skew_project_public
  ☆36Updated 8 years ago
• hamaadshah / market_risk_gan_tensorflow
  Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
  ☆97Updated 2 years ago
• tzhangwps / Turbulence-and-Systemic-Risk
  Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…
  ☆26Updated 9 months ago
• saiteja-2811 / Image-Classification-for-Trading-Strategies
  Image Classification for Trading Strategies - Project for Machine Learning Class
  ☆37Updated 4 years ago
• tqa236 / LSTM_algo_trading
  Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"
  ☆19Updated 5 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• MiaaaFan / Classifying-and-Predicting-Stock-Market-States-Using-HMM-and-XGBoost
  ☆27Updated 3 years ago
• gylx / GTNRL-Trading
  ☆42Updated 4 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated last year
• gylx / Financial-Machine-Learning-Articles
  Contains the code for my financial machine learning articles
  ☆49Updated 5 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆65Updated 3 years ago
• borisbanushev / predictions
  ☆66Updated 7 years ago