weiqingv / DEAP-alpha-learner
Alpha mining with DEAP-based genetic programming.
☆9Updated last year
Alternatives and similar repositories for DEAP-alpha-learner:
Users that are interested in DEAP-alpha-learner are comparing it to the libraries listed below
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated 2 years ago
- Stock Price Prediction with PCA and LSTM☆14Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- quantitative investment; genetic algorithm; data mining☆12Updated 6 months ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 多因子选股框架☆21Updated 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。☆18Updated last year
- An end-to-end stock factors mining neural network framework.☆29Updated last year
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 7 months ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- 一些研报的复现☆12Updated 6 years ago
- 众人的因子回测框架 stock factor test☆26Updated last week
- Blaze☆14Updated 3 years ago
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆10Updated 2 years ago
- Multi Factor Stock Selection Model with XGBoost Tree Boosting☆8Updated last year
- 通过遗 传算法、强化学习来自动选择高频因子☆24Updated 2 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☆31Updated 2 years ago
- ☆12Updated 3 years ago
- 雪球结构产品定价☆29Updated last year
- ☆12Updated 4 months ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆22Updated last year
- A Higher-order HMM with EM algo.☆15Updated 2 years ago
- 量化研究-多因子模型☆19Updated last year
- ☆15Updated 3 years ago
- ☆30Updated 2 months ago
- ☆11Updated 4 years ago
- ☆10Updated 4 years ago