wolfws / keras-tensorflow-financial-time-series-signal-forecast
Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM
☆47Updated 7 years ago
Alternatives and similar repositories for keras-tensorflow-financial-time-series-signal-forecast:
Users that are interested in keras-tensorflow-financial-time-series-signal-forecast are comparing it to the libraries listed below
- —Machine Learning; stock prediction; Deep Learning; styling; LSTM(Long Short Term Memory)☆9Updated 7 years ago
- Machine Learning for Financial Market Prediction☆57Updated 6 years ago
- Stock Market Prediction Using Unsupervised Features☆53Updated 6 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆37Updated 7 years ago
- finance☆43Updated 7 years ago
- ☆63Updated 6 years ago
- Attempt to replicate: A deep learning framework for financial time series using stacked autoencoders and long- short term memory☆89Updated 2 years ago
- This project aims to predict VOLATILITY S&P 500 (^VIX) time series using LSTM.☆97Updated 4 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆21Updated 6 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 8 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 7 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 8 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆55Updated last year
- ☆71Updated 2 years ago
- Hedging portfolios with reinforcement learning.☆34Updated 7 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆92Updated 2 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.