xrenaissance / Machine-Learning-and-Quantitative-analysisLinks
💰Step by steps to explore and analysis the data, build model by utilizing machine learning model or deep learning model, the tools include numpy, pandas,scipy,sklearn,tensorflow etc, or big data analysis with Apache Spark.
☆56Updated 6 years ago
Alternatives and similar repositories for Machine-Learning-and-Quantitative-analysis
Users that are interested in Machine-Learning-and-Quantitative-analysis are comparing it to the libraries listed below
Sorting:
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago
- ☆73Updated 3 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- Novice's attempt for Stock Prices Prediction & Portfolio Optimization using Machine Learning with Python & Scikit Learn☆56Updated 4 years ago
- Machine Learning for Quantitative Finance☆24Updated 7 years ago
- A Survey of Multi-Factor Models☆40Updated 9 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- An intelligent recommender system for stock analyzing, predicting and trading☆141Updated 3 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 8 years ago
- ☆62Updated 6 years ago
- Stock Price prediction using news data. The datasets used consists news and stock price data from 2008 to 2016. The polarity(Subjectivity…☆48Updated 7 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- ☆16Updated 8 years ago
- —Machine Learning; stock prediction; Deep Learning; styling; LSTM(Long Short Term Memory)☆9Updated 7 years ago
- Cointegration Test in python☆28Updated 6 years ago
- ☆83Updated 6 years ago
- Machine Learning for Financial Market Prediction☆59Updated 6 years ago
- Stock Market Prediction Using Unsupervised Features☆54Updated 6 years ago
- Modeling the volatility of commodity futures Indices☆14Updated 8 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 6 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆36Updated 8 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆93Updated 2 years ago
- Algorithmic Trading Challenge implemented as part of the term project for Foundations of Machine Learning at NYU Courant in Fall 2016 (ht…☆27Updated 3 years ago
- ☆22Updated 5 years ago
- ☆34Updated 6 years ago
- Fama French 3 Factor Model☆42Updated 9 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 7 years ago
- Reproduce research from paper "Predicting the direction of stock market prices using random forest"☆117Updated 7 years ago
- Materials for IBM Spark contest. About the real-world application of big data and spark.☆77Updated 6 years ago