siyuan-bruce / Quantum-Finance
This repository is a collection of papers on quantum finance.
☆29Updated last year
Alternatives and similar repositories for Quantum-Finance:
Users that are interested in Quantum-Finance are comparing it to the libraries listed below
- A Repository for all the resources to learn finance through Python☆37Updated last year
- Supporting material for https://arxiv.org/abs/1907.04769☆10Updated 3 years ago
- A program that implements the portfolio optimization experiments using a hybrid quantum computing algorithm from arXiv:1911.05296. The co…☆28Updated 2 years ago
- The Quantum Counselor for portfolio investment is a tool with two main objectives: forecasting the trend of assets price and optimizing p…☆13Updated 2 years ago
- Solve different formulations of the portfolio optimization problem.☆48Updated last month
- We implement a quantum-classical hybrid QLSTM model by incorporating quantum variational layers into the classical LSTM in order to impro…☆46Updated 2 years ago
- Repositório com Jupyter Notebooks sobre computação clássica e quântica aplicadas ao mercado financeiro em suporte ao artigo relacionado☆15Updated 2 years ago
- Quantum Computing for Finance☆14Updated 10 months ago
- Introduction to Quantum Finance workshop for NUS Frontiers in Fintech and Quantum Computing 2022 workshop (Feb 21-22, 2022)☆11Updated 2 years ago
- Using qGANs for Quantum Portfolio Optimisation☆21Updated 3 years ago
- Quantum Finance☆247Updated 4 months ago
- ☆11Updated 5 years ago
- https://www.coursera.org/learn/advanced-methods-reinforcement-learning-finance?☆18Updated 3 years ago
- ☆22Updated 2 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆34Updated 2 years ago
- Financial Modeling using Quantum Computing, Published by Packt☆22Updated last year
- Monte Carlo option pricing algorithms for vanilla and exotic options☆23Updated 4 years ago
- Multivariate Markov-Switching Models Regressions Framework☆11Updated 4 years ago
- [WWW'2024] "FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model"☆70Updated 5 months ago
- A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting☆25Updated 2 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆25Updated last year
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆55Updated 11 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆91Updated 8 months ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆20Updated 5 years ago
- ☆11Updated 4 years ago
- Monte carlo simulations in finance industry using quantum computer☆27Updated 5 years ago
- This is the implementation for Hierarchical Risk Parity approach to portfolio optimization☆28Updated 5 years ago
- Python CPU/GPU implementation of the Simulated Bifurcation (SB) algorithm to solve quadratic optimization problems (QUBO, Ising, TSP, opt…☆116Updated last month
- Implementation of 5-factor Fama French Model☆114Updated 3 years ago
- 基于QFactor模型的A股实证研究☆17Updated 5 years ago