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 Strategiesβ124Updated 5 years ago
- β204Updated 2 years ago
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paperβ32Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategiesβ83Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.β86Updated 4 years ago
- Notebooks based on financial machine learning.β52Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Scienceβ90Updated 2 years ago
- Deep Learning Statistical Arbitrageβ241Updated 3 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposesβ72Updated 4 years ago
- Intra day Stock Prediction 10 minutes into the futureβ111Updated 6 years ago
- Reproduce AAAI22-FactorVAEβ67Updated 2 years ago
- Mean-Variance Optimization using DL (pytorch)β31Updated 3 years ago
- Implemented some mathematical processings used in the Barra risk modelβ30Updated 2 years ago
- Market simulatorβ61Updated 5 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (β¦β257Updated 2 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"β129Updated last year
- β73Updated 4 years ago
- DCC GARCH modeling in Pythonβ96Updated 5 years ago
- β36Updated last year
- Deep Reinforcement Learning for Portfolio Optimizationβ128Updated 5 years ago
- Code for the paper Volatility is (mostly) path-dependentβ69Updated last year
- Notes on Advances in Financial Machine Learningβ81Updated 6 years ago
- β50Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.β32Updated last year
- CS7641 Team projectβ96Updated 5 years ago
- three stochastic volatility model: Heston, SABR, SVIβ90Updated 6 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIsβ104Updated 9 months ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'β58Updated 2 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep β¦β83Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouriβ¦β86Updated 3 years ago