timothyyu / wsae-lstmLinks
implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)
☆78Updated 2 years ago
Alternatives and similar repositories for wsae-lstm
Users that are interested in wsae-lstm are comparing it to the libraries listed below
Sorting:
- Attempt to replicate: A deep learning framework for financial time series using stacked autoencoders and long- short term memory☆91Updated 3 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- Stock Market Prediction Using Unsupervised Features☆54Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…☆87Updated 5 years ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- ☆140Updated 2 years ago
- Implementing a Generative Adversarial Network on the Stock Market☆121Updated 3 years ago
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆42Updated 2 years ago
- Reinforcement Learning for Automated Trading☆89Updated 8 years ago
- A crypto currency live-trading backend for Huobi☆35Updated 7 years ago
- Code for thesis project on applying reinforcement learning to algorithmic trading☆34Updated 2 years ago
- ☆203Updated 2 years ago
- ☆73Updated 3 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆121Updated 2 years ago
- Automated FOREX trading using recurrent reinforcement learning☆33Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆87Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆124Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Implementation of AFML Book☆21Updated 6 years ago
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆108Updated 5 years ago
- Deep Reinforcement Learning A3C Crypto Trading Bot☆40Updated 7 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆128Updated 4 months ago
- Research Repo (Archive)☆75Updated 4 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆66Updated 5 years ago
- ☆148Updated 5 years ago
- Trading environnement for RL agents, backtesting and training.☆166Updated 3 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆167Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆67Updated last year