stakahashy / finganLinks
The implementation of "modeling financial time-series with generative adversarial networks"
β62Updated 2 years ago
Alternatives and similar repositories for fingan
Users that are interested in fingan are comparing it to the libraries listed below
Sorting:
- ππ¨ Deep Momentum Networks for Time Series Strategiesβ119Updated 5 years ago
- Reproduce AAAI22-FactorVAEβ61Updated last year
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paperβ30Updated last year
- Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]β21Updated 3 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposesβ68Updated 3 years ago
- Mean-Variance Optimization using DL (pytorch)β31Updated 3 years ago
- Implemented some mathematical processings used in the Barra risk modelβ28Updated 2 years ago
- β51Updated 4 years ago
- Codes for my thesis project: replicating and modifying quant GANs.β17Updated 3 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.β112Updated 4 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIsβ70Updated 4 months ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Scienceβ81Updated 2 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"β113Updated last year
- β49Updated 4 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden staβ¦β34Updated 5 years ago
- Code for the paper Volatility is (mostly) path-dependentβ61Updated last year
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.β47Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouriβ¦β77Updated 3 years ago
- β200Updated 2 years ago
- Notebooks based on financial machine learning.β50Updated 5 years ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metricsβ42Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.β82Updated 4 years ago
- Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Anaβ¦β72Updated 4 years ago
- Intra day Stock Prediction 10 minutes into the futureβ108Updated 5 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategiesβ76Updated last year
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Preβ¦β40Updated 4 months ago
- Neural network local volatility with dupire formulaβ76Updated 3 years ago
- Deep Reinforcement Learning for Portfolio Optimizationβ119Updated 5 years ago
- Multi Task Learning Time Series Momentumβ21Updated last year
- Market simulatorβ60Updated 4 years ago