sinusgamma / multimodal_network
Mixture Density Network with Tensorflow Probability. Demonstrate the usefulness of multi-modal distribution outputs for neural networks.
☆20Updated 4 years ago
Alternatives and similar repositories for multimodal_network:
Users that are interested in multimodal_network are comparing it to the libraries listed below
- Recurrent Neural Filters for Time Series Prediction☆24Updated 4 years ago
- Probabilistic and Directional Relu Wavenet with forex and economic news data☆25Updated 4 years ago
- Applications of Gaussian Process Latent Variable Models in Finance☆11Updated 2 years ago
- Bayesian Uncertainty Exploration in Deep Reinforcement Learning☆18Updated 7 years ago
- This repo is using imitating learning to optimize portfolio. The code was derived from https://github.com/vermouth1992/drl-portfolio-mana…☆11Updated 5 years ago
- This code demonstrates a multi-branch deep neural network approach to tackling the problem of multivariate temporal sequence prediction b…☆13Updated 4 years ago
- ☆22Updated 3 years ago
- Financial time series forecast using dual attention RNN☆26Updated 6 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 5 years ago
- Forecasting library in python☆13Updated 5 years ago
- ☆17Updated last year
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆33Updated 8 months ago
- Tuning the Parameters of Heuristic Optimizers (Meta-Optimization / Hyper-Parameter Optimization)☆55Updated 6 years ago
- Python implementation of state-of-art meta-heuristic and evolutionary optimization algorithms.☆13Updated 2 years ago
- Source code for the AAAI 2019 paper "On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters" (https://arx…☆19Updated 3 years ago
- Pytorch implementation of Markov RNNs☆16Updated 5 years ago
- State Space Models for Reinforcement Learning in Tensorflow☆19Updated 6 years ago
- Deep RL for portfolio management☆12Updated 6 years ago
- Attentional Mechanism incorporated in Asynchronous Advantage Actor Critic a3c/a2c deep mind☆9Updated 7 years ago
- Some example code for the "Introduction to Bayesian Reinforcement Learning" presentations☆29Updated 5 years ago
- Multivariate Adaptive Regression Splines for Time Series Prediction☆18Updated last year
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆15Updated 7 years ago
- Implementation of transfer learning based with autoencoder architecture☆17Updated 4 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆32Updated 2 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 4 months ago
- ☆19Updated 5 years ago
- Implementation of Log Gaussian Cox Process in Python for Changepoint Detection using GPFlow☆31Updated last year
- An example and description to Reinforcement Learning DQN model and dataformats for trading☆16Updated 5 years ago
- Feature selection for maximizing expected cumulative reward☆29Updated 7 years ago
- A method to search for a subset of best performing items wrt black-box reward function☆12Updated 5 years ago