liamsun Goto Github PK

adgat

Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks

china_lob

Benchmark Dataset of Limit Order Book in China Markets

clvsa

try to implement paper CLVSA from IJCAI

cocpc

deeplob-deep-convolutional-neural-networks-for-limit-order-books

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.

finnlp-progress

NLP progress in Fintech. A repository to track the progress in Natural Language Processing (NLP) related to the domain of Finance, including the datasets, papers, and current state-of-the-art results for the most popular tasks.

finrl

A Deep Reinforcement Learning Framework for Automated Trading in Quantitative Finance. NeurIPS 2020. 🔥

merlion

Merlion: A Machine Learning Framework for Time Series Intelligence

multi-horizon-forecasting-for-limit-order-books

optimal-market-making

Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"

portfolio-optimization

qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.

sthan-sr-aaai

tensortrade

An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.

trading-bot

Stock Trading Bot using Deep Q-Learning

vim-devicons

Adds file type icons to Vim plugins such as: NERDTree, vim-airline, CtrlP, unite, Denite, lightline, vim-startify and many more