singyanchiu / LGBM-Stock-PredictionLinks
A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using LightGBM.
☆14Updated 4 years ago
Alternatives and similar repositories for LGBM-Stock-Prediction
Users that are interested in LGBM-Stock-Prediction are comparing it to the libraries listed below
Sorting:
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆12Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 3 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆17Updated 2 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated last year
- Time-Series Momentum Strategies☆12Updated 7 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 2 years ago
- ☆19Updated 8 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 8 months ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Updated 5 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆27Updated 2 years ago
- LSTM stock prediction and backtesting☆14Updated 5 years ago
- Code to support my Master's thesis☆21Updated 2 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Updated 6 years ago
- ☆10Updated 2 years ago
- High frequency trading algorithm for Bitmex☆23Updated 5 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Blaze☆16Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Updated 7 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆12Updated 2 years ago
- select stock automatically, trade manually☆12Updated 5 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆27Updated last year
- Quantitative analysis with deep learning prediction and reinforcement learning transactions.☆15Updated 5 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Updated 6 years ago
- Application of Machine Learning Algorithms to Intraday Stock Trading Based on Demand Zones☆15Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 2 years ago
- My first high-frequency trading strategy using machine learning☆18Updated 3 years ago