wpla / Khaidem.etal.2016_Analysis
Analysis of the results of the paper "Predicting the direction of stock market prices using random forest" (2016) by Khaidem et al.
☆12Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for Khaidem.etal.2016_Analysis
- Stock price trend analysis using Fourier transform☆43Updated 5 years ago
- Deep Q-Learning for Market Making☆118Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Market Making / Stat Arb strategy☆60Updated 7 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆91Updated 2 years ago
- Implementation of a paper in q/KDB+ and python - "Forecasting ETFs with Machine Learning Algorithms" - Jim Kyung-Soo Liew and Boris Mayst…☆36Updated 6 years ago
- A model for forecasting stock volatility☆21Updated 7 years ago
- Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB☆35Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆49Updated 4 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆54Updated 7 years ago
- ☆70Updated 2 years ago
- Stock Market Prediction Using Unsupervised Features☆53Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 6 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆21Updated 6 years ago
- CVXPY Portfolio Optimization Sample☆43Updated 7 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆12Updated 3 years ago
- Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.☆22Updated 6 years ago
- Hedging portfolios with reinforcement learning.☆34Updated 7 years ago
- finance☆43Updated 7 years ago
- Stock and Forex market prediction using ML and time-series modelling☆35Updated 6 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…☆43Updated 6 months ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 6 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆119Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆39Updated 6 years ago
- Python implementation of a sample covariance matrix shrinkage experiment☆31Updated 10 years ago
- the book with script☆74Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆99Updated 5 years ago
- Optimal portfolio selection☆33Updated 7 years ago