siyuan-bruce / Quantum-FinanceLinks
This repository is a collection of papers on quantum finance.
☆38Updated 2 years ago
Alternatives and similar repositories for Quantum-Finance
Users that are interested in Quantum-Finance are comparing it to the libraries listed below
Sorting:
- A Repository for all the resources to learn finance through Python☆47Updated 2 years ago
- Quantum Finance☆287Updated last month
- Quantum Computing for Finance☆17Updated 7 months ago
- Solve different formulations of the portfolio optimization problem.☆55Updated 2 months ago
- We implement a quantum-classical hybrid QLSTM model by incorporating quantum variational layers into the classical LSTM in order to impro…☆52Updated 3 years ago
- Financial Modeling using Quantum Computing, Published by Packt☆29Updated last month
- The Quantum Counselor for portfolio investment is a tool with two main objectives: forecasting the trend of assets price and optimizing p…☆16Updated 3 years ago
- Repositório com Jupyter Notebooks sobre computação clássica e quântica aplicadas ao mercado financeiro em suporte ao artigo relacionado☆17Updated 2 years ago
- Python CPU/GPU implementation of the Simulated Bifurcation (SB) algorithm to solve quadratic optimization problems (QUBO, Ising, TSP, opt…☆142Updated last month
- Repository to compile real-world gate-based quantum machine learning use cases in the finance sector.☆23Updated 2 years ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆81Updated last year
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆75Updated last week
- A style-based Quantum Generative Adversarial Network☆12Updated 3 years ago
- Introduction to Quantum Finance workshop for NUS Frontiers in Fintech and Quantum Computing 2022 workshop (Feb 21-22, 2022)☆13Updated 3 years ago
- hephAIstos is a machine learning framework running on CPU, GPU and QPU☆11Updated last year
- Quantum Tensor Networks for Variational Reinforcement Learning. NeurIPS 2020.☆13Updated 3 years ago
- Multivariate Markov-Switching Models Regressions Framework☆12Updated 5 years ago
- Introduction into QSVM☆62Updated 5 years ago
- Fintech literature, including journal, conference, book and useful links☆98Updated 3 years ago
- ☆155Updated 2 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆107Updated last year
- Implementation of (Re-)Imag(in)ing Price Trends☆77Updated 3 years ago
- Resources☆230Updated last year
- Quantum Machine Learning for FinTech and Time Series Data☆22Updated 5 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆154Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆83Updated last year
- ☆27Updated 2 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆128Updated 5 years ago
- Using qGANs for Quantum Portfolio Optimisation☆22Updated 4 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago