sinusgamma / probabilistic_wavenet_fxLinks
Probabilistic and Directional Relu Wavenet with forex and economic news data
☆25Updated 5 years ago
Alternatives and similar repositories for probabilistic_wavenet_fx
Users that are interested in probabilistic_wavenet_fx are comparing it to the libraries listed below
Sorting:
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- ☆25Updated 4 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…☆47Updated 6 months ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 10 months ago
- Robust Market Making via Adversarial Reinforcement Learning☆52Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆29Updated 5 years ago
- finance☆43Updated 8 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 2 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- ☆33Updated 2 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-40…☆57Updated 5 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆35Updated 2 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- ☆42Updated 3 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- Transformers for limit order books☆114Updated 5 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆21Updated 6 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆128Updated 4 months ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Python code for Bayesian Conditional Cointegration☆18Updated 8 years ago
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series☆73Updated 4 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆39Updated 2 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆93Updated 3 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Updated last year
- Code and examples for the project on risk-constrained Kelly gambling☆27Updated 4 years ago