t-corato / GA-TCNView external linksLinks
Temporal Convolutional Neural Net for stock selection, using a Genetic Algorithm for feature selection
☆33Oct 12, 2020Updated 5 years ago
Alternatives and similar repositories for GA-TCN
Users that are interested in GA-TCN are comparing it to the libraries listed below
Sorting:
- ☆11Oct 24, 2025Updated 3 months ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆14Apr 25, 2019Updated 6 years ago
- used for Stock Prodiction&power prediction&Traffic prediction by ARIMA,xgboost,RNN,LSTM,TCN☆113Feb 7, 2020Updated 6 years ago
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Mar 12, 2021Updated 4 years ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Jul 15, 2020Updated 5 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Apr 8, 2020Updated 5 years ago
- Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.☆11Nov 11, 2020Updated 5 years ago
- ☆27Jan 18, 2018Updated 8 years ago
- An Empirical Study of Optimal Combination of Algorithms for Prediction-Based Portfolio Optimization Model using Machine Learning over Co…☆11Jun 15, 2022Updated 3 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Apr 4, 2019Updated 6 years ago
- Using Reinforcement Learning with Deep Deterministic Policy Gradient for Portfolio Optimization☆10Dec 8, 2022Updated 3 years ago
- Stock Market predictions are one of the most difficult problems to solve, and during the looming days of recession it’s extremely difficu…☆15Sep 2, 2020Updated 5 years ago
- A novel time series forecasting model, called CEEMDAN-TCN.☆11Mar 15, 2022Updated 3 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- ☆17Jan 6, 2022Updated 4 years ago
- Forex Time-Series Prediction Using TCN☆46Oct 20, 2019Updated 6 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Deep RL for portfolio management☆13Aug 31, 2018Updated 7 years ago
- The code for Fuzzy Investment Counselor (FIC) and Markowitz portfolio theory for stock investment☆14Sep 2, 2020Updated 5 years ago
- Serverless Scraper for Cryptocurrency Order Book Data☆15Dec 8, 2022Updated 3 years ago
- Application of Machine Learning Algorithms to Intraday Stock Trading Based on Demand Zones☆15Jan 16, 2019Updated 7 years ago
- Automated trading bot with Functional GUI using an integrated deep learning model to predict stock prices and flag buy and sell periods.☆12Jul 10, 2021Updated 4 years ago
- tabular q learning for trading☆12Dec 10, 2018Updated 7 years ago
- Performing a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆59Apr 8, 2019Updated 6 years ago
- A Tensorflow Implementation of Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction☆14Mar 9, 2020Updated 5 years ago
- Ultra-short-term multi-step wind speed prediction for wind farms based on adaptive noise reduction technology and temporal convolutional …☆39Nov 30, 2023Updated 2 years ago
- TCN-based sequence-to-sequence model for time series forecasting.☆33Jul 17, 2022Updated 3 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- ☆18Jan 7, 2019Updated 7 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Feb 8, 2018Updated 8 years ago
- Using a modified version of Werner Duvaud's MuZero implementation (https://github.com/werner-duvaud/muzero-general) this reinforcement ag…☆18Jun 30, 2021Updated 4 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Feb 24, 2019Updated 6 years ago
- Blaze☆17Jun 19, 2021Updated 4 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆22Mar 20, 2024Updated last year
- ☆18Feb 7, 2021Updated 5 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Jun 11, 2019Updated 6 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆20Apr 22, 2025Updated 9 months ago