sydney-machine-learning / Bayesianneuralnet_stockmarket

Related projects ⓘ

Alternatives and complementary repositories for Bayesianneuralnet_stockmarket

• EduardoRamosP / MultiTransformer
  Transformer and MultiTransformer layers for stock volatility forecasting purposes
  ☆63Updated 3 years ago
• DeepIntoStreams / Evaluation-of-Time-Series-Generative-Models
  Pipeline for Time Series Generation with Comprehensive Evaluation Metrics
  ☆35Updated last month
• ZacKeskin / PyCausality
  Calculate predictive causality between time series using information-theoretic techniques
  ☆89Updated 3 years ago
• samluxenberg1 / Time-Series-Forecasting-with-Wavelets
  ☆44Updated 6 years ago
• Bturan19 / Neural-Garch-Hybrid-Model-Implementation
  By combining GARCH(1,1) and LSTM model implementing predictions.
  ☆54Updated 5 years ago
• petroniocandido / PhdThesis
  Scalable Models of Probabilistic Forecasting with Fuzzy Time Series, PhD Thesis
  ☆11Updated 2 years ago
• TCtobychen / ListFold
  ☆44Updated 3 years ago
• mdsunivie / HARNet
  TensorFlow implementation of the HARNet model for realized volatility forecasting.
  ☆25Updated last year
• stakahashy / fingan
  The implementation of "modeling financial time-series with generative adversarial networks"
  ☆56Updated last year
• YannickKae / Statistical-Learning-based-Portfolio-Optimization
  This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by R…
  ☆13Updated 5 months ago
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆57Updated last year
• duffau / RNN_GARCH
  Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model
  ☆65Updated 5 years ago
• 3catz / deeplearning_timeseries
  Deep Learning + Time Series Analysis
  ☆26Updated 5 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated last month
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆78Updated 8 months ago
• dkyol / Asset-Pricing-Model
  PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
  ☆38Updated 4 years ago
• grudloff / stock_market_GAN
  Reproduction of code described in the paper "Stock Market Prediction Based on Generative Adversarial Network" by Kang Zhang et al.
  ☆25Updated 4 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 3 weeks ago
• Cy743652 / CEEMDAN-LSTM
  ☆40Updated 3 years ago
• PsiPhiTheta / LSTM-Attention
  A Comparison of LSTMs and Attention Mechanisms for Forecasting Financial Time Series
  ☆70Updated 5 years ago
• tqa236 / LSTM_algo_trading
  Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"
  ☆18Updated 4 years ago
• iankhr / armagarch
  ARMA-GARCH
  ☆90Updated last year
• bgithub1 / da_rnn
  RNN based on Chandler Zuo's implementation of the paper: A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction
  ☆19Updated 3 months ago
• talaikis / HAR-RVModelForRealizedVolatility
  HAR-RV Model For Realized Volatility
  ☆27Updated 8 years ago
• UalwaysKnow / time-series-prediction-with-gan
  stock forecasting with sentiment variables(with lstm as generator and mlp as discriminator)
  ☆33Updated 5 years ago
• spmvg / evt
  Estimators and analysis for extreme value theory (EVT)
  ☆15Updated 3 years ago
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆46Updated 4 years ago
• zhoutf / finance_gan
  Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.
  ☆16Updated 6 years ago
• YalDan / JumpDetectR
  Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…
  ☆12Updated 2 years ago