stakahashy / finganLinks
The implementation of "modeling financial time-series with generative adversarial networks"
☆65Updated 2 years ago
Alternatives and similar repositories for fingan
Users that are interested in fingan are comparing it to the libraries listed below
Sorting:
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆126Updated 5 years ago
- ☆209Updated 2 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆75Updated 4 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆135Updated last year
- Implemented some mathematical processings used in the Barra risk model☆37Updated 2 years ago
- Reproduce AAAI22-FactorVAE☆69Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- DCC GARCH modeling in Python☆102Updated 6 years ago
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper☆33Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- Deep Learning Statistical Arbitrage☆254Updated 3 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆265Updated 3 years ago
- Transformers for limit order books☆121Updated 5 years ago
- ☆55Updated 4 years ago
- ☆73Updated 5 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆130Updated 5 years ago
- Intra day Stock Prediction 10 minutes into the future☆111Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- Codes for my thesis project: replicating and modifying quant GANs.☆18Updated 4 years ago
- Market simulator☆61Updated 5 years ago
- This repository implements a Diffusion Factor Model for financial data.☆38Updated 2 months ago
- DCC-GARCH(1,1) for multivariate normal distribution.☆62Updated 2 years ago
- Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]☆25Updated 4 years ago
- Notebooks based on financial machine learning.☆58Updated 5 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆145Updated 4 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆81Updated last year
- three stochastic volatility model: Heston, SABR, SVI☆93Updated 6 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- Statistical Jump Models in Python, with scikit-learn-style APIs☆128Updated last year
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated last year