shannonycj / convolutional-autoencoder-tradingLinks
A CNN + Auto-Encoder Approach for Predicting Financial Time-Series
☆12Updated 6 years ago
Alternatives and similar repositories for convolutional-autoencoder-trading
Users that are interested in convolutional-autoencoder-trading are comparing it to the libraries listed below
Sorting:
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 5 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 6 years ago
- Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.☆17Updated 7 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated last year
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆42Updated 3 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆74Updated 4 years ago
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆16Updated 8 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆12Updated 3 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆50Updated 11 months ago
- The work aims to explore Value based, Deep Reinforcment Learning (Deep Q-Learning and Double Deep Q-Learning) for the problem of Optimal …☆56Updated 6 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 3 years ago
- Reproduction of code described in the paper "Stock Market Prediction Based on Generative Adversarial Network" by Kang Zhang et al.☆28Updated 5 years ago
- Vpin caculation and backtesting☆14Updated 6 years ago
- Time Series Classification with Convolutional Neural Network: Automated Trading by Pattern Recognition (Master's Thesis)☆20Updated 2 years ago
- ☆18Updated 5 years ago
- Stock Market Prediction Using Unsupervised Features☆53Updated 7 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆37Updated 5 years ago
- Stock Price Prediction with PCA and LSTM☆14Updated 4 years ago
- Blaze☆17Updated 4 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆37Updated 6 years ago
- apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPGPerforming a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆58Updated 6 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Updated 4 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆99Updated 4 years ago
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 6 years ago
- RNN - Stock Prediction Model using Attention Multilayer Recurrent Neural Networks with LSTM Cells☆39Updated 8 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 7 years ago
- Stock Prediction usning Transformer NN☆84Updated 6 years ago