zhoutf / finance_ganLinks
Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.
☆17Updated 6 years ago
Alternatives and similar repositories for finance_gan
Users that are interested in finance_gan are comparing it to the libraries listed below
Sorting:
- Reproduction of code described in the paper "Stock Market Prediction Based on Generative Adversarial Network" by Kang Zhang et al.☆25Updated 4 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 6 years ago
- Stock Market Prediction Using Unsupervised Features☆53Updated 6 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- Generative Adversarial Network to create synthetic time series☆23Updated 4 years ago
- stock forecasting with sentiment variables(with lstm as generator and mlp as discriminator)☆35Updated 5 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆40Updated 4 months ago
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆40Updated 2 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 8 months ago
- A Tensorflow Implementation of Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction☆14Updated 5 years ago
- ☆19Updated 4 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Ana…☆72Updated 4 years ago
- A CNN + Auto-Encoder Approach for Predicting Financial Time-Series☆12Updated 6 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆35Updated 6 years ago
- The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".☆31Updated 3 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆11Updated 2 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Updated 5 years ago
- Financial time series forecast using dual attention RNN☆27Updated 6 years ago
- PHBS 2018 Machine Learning Class Project☆14Updated 6 years ago
- Predicting the behavior of $BTC-USD by training a memory-based neural net on historical data☆41Updated 4 years ago
- Temporal Convolutional Neural Net for stock selection, using a Genetic Algorithm for feature selection☆33Updated 4 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆93Updated 2 years ago
- Deep Learning + Time Series Analysis☆27Updated 6 years ago
- Trained an LSTM model in python to predict prices after denoising the price signal using wavelet transformation method.☆8Updated 5 years ago
- Dynamic lead/lag inference for time series☆16Updated 6 years ago
- ☆49Updated 3 years ago
- Time Series Classification with Convolutional Neural Network: Automated Trading by Pattern Recognition (Master's Thesis)☆19Updated 2 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆68Updated 3 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago