sinusgamma / probabilistic_wavenet_fxLinks
Probabilistic and Directional Relu Wavenet with forex and economic news data
☆27Updated 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:
- 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
- Robust Market Making via Adversarial Reinforcement Learning☆53Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Updated 5 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆36Updated 5 years ago
- finance☆43Updated 8 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 6 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆36Updated 3 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆23Updated 7 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 3 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆39Updated 2 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.☆17Updated 7 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 4 years ago
- Transformers for limit order books☆121Updated 5 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 7 years ago
- Adjusting an implementaion of AlphaZero to trading.☆28Updated 7 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- ☆34Updated 2 years ago
- Using Q-learning to better navigate orderbooks.☆23Updated 7 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Updated 7 years ago
- WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series☆72Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 3 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆12Updated 2 years ago