univeryinli / based-on-LSTM-stock-average-price-predictLinks
基于历史数据预测期货的波动率，用于期货的辅助分析，具备模型的核心代码
☆9Updated 6 years ago
Alternatives and similar repositories for based-on-LSTM-stock-average-price-predict
Users that are interested in based-on-LSTM-stock-average-price-predict are comparing it to the libraries listed below
Sorting:
- 利用Wind API更新周频与月频因子☆12Updated 5 years ago
- 多因子选股框架☆24Updated 4 years ago
- 一些研报的复现☆12Updated 6 years ago
- Univariate_ARIMA_models, ARCH/GARCH Volatility Forecasting models, VAR model for macro fundamentals forecasts☆11Updated 4 years ago
- A hybrid model to predict the volatility of stock index with LSTM and GARCH-type input parameters☆24Updated 4 years ago
- python量化分析股票的投资组合☆19Updated 7 years ago
- 一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆47Updated 3 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆16Updated 2 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆43Updated 5 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆78Updated 7 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆34Updated 2 years ago
- 多因子打分选股☆13Updated 3 years ago
- 多因子模型相关☆22Updated 4 years ago
- This project is to practice applying Long Short-Term Memory network in deep learning to predict time series financial data. I selected Am…☆15Updated 7 years ago
- 基于Transformer架构的量化金融预测研究☆8Updated 2 years ago
- 基于机器学习的股票投资算法，使用到了Auto-ARIMA、LSTM、SVM、Prophet、朴素贝叶斯、移动平均算法等多个算法，从信息收集、算法分析、回测等多个方面进行分析，从消息面、基本面、技术面三种分析方法进行分析。☆97Updated 5 years ago
- 多因子策略回测框架☆33Updated 5 years ago
- Backtrader量化策略研报复现☆30Updated 3 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 …☆16Updated 6 years ago
- a multifactor model for Chinese stocks and a web site for stock scores; 基于股票的基本面、竞争力、估值等指标，用多因子模型给股票“打分”诊断☆27Updated 5 years ago
- 上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险☆27Updated 6 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现☆28Updated 2 years ago
- Calculate technical indicators from historical stock data Create features and targets out of the historical stock data. Prepare features …☆32Updated 6 years ago
- 行业轮动(股票)，基于沪深300的行业指数的行业轮动策略☆15Updated 7 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- 基于聚宽平台，探索分钟级的高频交易☆34Updated 5 years ago
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆25Updated 4 years ago
- 资产配置方案项目☆31Updated 4 years ago
- ☆15Updated 6 years ago
- 一套基于SVM与现代投资组合理论的量化框架☆29Updated 5 years ago