senyuanya / LDENetLinks
☆15Updated 3 years ago
Alternatives and similar repositories for LDENet
Users that are interested in LDENet are comparing it to the libraries listed below
Sorting:
- End-to-end distributionally robust optimization☆37Updated 2 years ago
- ☆40Updated 2 years ago
- Robust pricing and hedging via Neural SDEs☆37Updated 4 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆37Updated 6 years ago
- The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".☆33Updated 4 years ago
- Bayesian neural network with Parallel Tempering MCMC for Stock Market Prediction☆41Updated 4 years ago
- This repository contains the implementation of paper Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecastin…☆84Updated 10 months ago
- ☆69Updated 5 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆74Updated 4 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆31Updated 5 years ago
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆24Updated 4 years ago
- ☆135Updated last year
- ☆29Updated 3 years ago
- A curated list of time series prediction resources.☆54Updated 4 years ago
- Generative Adversarial Network to create synthetic time series☆23Updated 5 years ago
- SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)☆19Updated 2 years ago
- Code for *ScoreGrad: Multivariate Probabilistic Time Series Forecasting with Continuous Energy-based Generative Models*☆87Updated 11 months ago
- A Comparison of LSTMs and Attention Mechanisms for Forecasting Financial Time Series☆73Updated 7 years ago
- ☆37Updated 3 years ago
- Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Ana…☆71Updated 5 years ago
- ☆54Updated 3 years ago
- ☆16Updated 4 years ago
- ☆124Updated 3 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆19Updated 2 years ago
- Open code for PriceGraph☆73Updated last year
- Official Implementation of SimStock : Representation Model for Stock Similarities☆86Updated last year
- Time series forecast using deep learning transformers (simple, XL, compressive). Implementation in Pytorch and Pytorch Lightning.☆30Updated 5 years ago
- Repository for ICLR 2023 work, "Sequential Latent Variable Models for Few-Shot High-Dimensional Time-Series Forecasting"☆31Updated last year
- A Tensorflow Implementation of Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction☆14Updated 5 years ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆37Updated last year