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Trading with recurrent actor-critic reinforcement learning
quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
Automated Transparent Genetic Feature Engineering
Methods to get the probability of a changepoint in a time series.
Scalable, event-driven, deep-learning-friendly backtesting library
Bayesian online change point detection
This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting originally proposed by Zhang et al. (https://arxiv.org/pdf/1808.03668.pdf). The current implementation was adopted in the paper written by Briola et al. (https://arxiv.org/pdf/2007.07319.pdf).
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
This contains jupyter notebooks used for identifying Candle Stick Patterns using Deep Learning.
Source code for the blog post on the evolution of the asset allocation methods
Using deep actor-critic model to learn best strategies in pair trading
Deep Reinforcement Learning based Trading Agent for Bitcoin
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
Deep Learning Statistical Arbitrage
CSCI 599 deep learning and its applications final project
FinancialVision
A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
A Deep Reinforcement Learning Challenge on Forex Portfolio Management
Using Machine Learning for live currency trading
Bayesian Hierarchical Hidden Markov Models applied to financial time series, a research replication project for Google Summer of Code 2017.
Pair Trading - Reinforcement Learning - with Oanda Trading API
A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
HRP algorithm for portfolio management in python.
This project implements a high frequency trading strategy that utilizes Support Vector Machines to capture statistical arbitrage in the pricing of Class A and Class C Google stocks.
Unsupervised Learning to Market Behavior Forecasting Example
A financial model to forecast next day SPY closing prices
Image Classification for Trading Strategies - Project for Machine Learning Class
A stock price predictor that takes daily trading data over a certain date range as input, and outputs projected estimates for given query dates.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.