Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"
☆19Aug 21, 2020Updated 5 years ago
Alternatives and similar repositories for LSTM_algo_trading
Users that are interested in LSTM_algo_trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆14Jan 21, 2022Updated 4 years ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Dec 21, 2019Updated 6 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 4 years ago
- Feature Engineering and Predictive Modeling for Financial Time Series Data☆12Aug 4, 2020Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆32Jul 16, 2020Updated 5 years ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆13Jan 11, 2023Updated 3 years ago
- Final project repo for UCLA CS 267A☆13Aug 29, 2020Updated 5 years ago
- Python implementation of the Louvain method for community detection☆12Jul 4, 2017Updated 8 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆59Aug 17, 2021Updated 4 years ago
- ☆16Oct 6, 2021Updated 4 years ago
- MV Port is a Python package to perform Mean-Variance Analysis. It provides a Portfolio class with a variety of methods to help on your po…☆11Feb 3, 2026Updated last month
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Dec 12, 2021Updated 4 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
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Dec 11, 2019Updated 6 years ago
- a wavelet-based multifractal image analysis tool implementing the WTMM (Wavelet Transform Modulus Maxima) method.☆11Feb 1, 2020Updated 6 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆25Mar 27, 2023Updated 3 years ago
- Community detection on Hollywood actors using various models: Louvain, Clauset-Newman-Moore, GCN, GraphSage, and GAT.☆10Dec 11, 2019Updated 6 years ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆15Jul 12, 2025Updated 8 months ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Full Python implementation of the Heston pricing algorithm developed in the article by Leif Anderson and Mark Lake in their article Robus…☆22Jun 28, 2020Updated 5 years ago
- NordVPN Threat Protection Pro™ • AdTake your cybersecurity to the next level. Block phishing, malware, trackers, and ads. Lightweight app that works with all browsers.
- Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…☆17May 6, 2024Updated last year
- 中文文本挖掘lda模型，gensim+jieba库☆17Jul 29, 2019Updated 6 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆12Jan 12, 2021Updated 5 years ago
- Trading Bitcoin with Deep Reinforcement Learning☆19Dec 24, 2019Updated 6 years ago
- Generative Adversarial Network for Stock Market Price Prediction☆58Dec 9, 2019Updated 6 years ago
- A fully connected neural network classifier with arbitrary number of hidden layers, different activation functions, etc..☆16Feb 10, 2019Updated 7 years ago
- This is the central repository for literature on and applications of the topic modeling methodology. This page was specifically designed …☆14May 2, 2019Updated 6 years ago
- Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".☆31May 26, 2021Updated 4 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture…☆28Apr 12, 2019Updated 6 years ago
- Tries to predict if a stock will rise or fall with a certain percentage through giving probabilities of what events it thinks will happen…☆25Oct 27, 2017Updated 8 years ago
- Price prediction for Crypto, Stock, and Index using Hybrid Graph Attention Network (GAT) and Long Short-Term Memory (LSTM) models on PyTo…☆20Dec 15, 2023Updated 2 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Topic Analysis of Weibo News Based on Title-Weighted LDA Model ；基于标题加权的LDA模型的微博新闻主题分析；タイトル加重LDAモデルに基づくWeiboニューストピック分析☆15Oct 12, 2021Updated 4 years ago
- AI enhanced automation tool for financial modelling and market analysis.☆12Sep 10, 2019Updated 6 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆56Aug 14, 2020Updated 5 years ago