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sgx-full-orderbook-tick-data-trading-strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

shap

A game theoretic approach to explain the output of any machine learning model.

sktime

A unified framework for machine learning with time series

sktime-dl

sktime companion package for deep learning based on TensorFlow

sp500-prediction-sentiment-xgboost

In this work an application of the Triple-Barrier Method and Meta-Labeling techniques is explored with XGBoost for the creation of a sentiment-based trading signal on the S&P 500 stock market index. The results confirm that sentiment data have predictive power, but a lot of work is to be carried out prior to implementing a strategy.

sp500-stock-similarity-time-series

Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co-integration, Euclidean and Pearson.

sparsegraph

Does the l1-norm learn a sparse graphical model under Laplacian constraints? It doesn't.

stability-selection

scikit-learn compatible implementation of stability selection.

stanford_alpaca

Code and documentation to train Stanford's Alpaca models, and generate the data.

sthan-sr-aaai

stock-embeddings

Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets

stock-market-trend-forecasting

A novel stock market trend forecasting system using fuzzy logic

stock-prediction-models

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

stock-prices-volatility

R scripts to analyze relationship between stock prices and periods of high volatility

stockmarketgan

Stock Market Prediction Using Unsupervised Features

stockmixer

Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".

stocknet-dataset

A comprehensive dataset for stock movement prediction from tweets and historical stock prices.

stockprediction_transformer

Intra day Stock Prediction 10 minutes into the future

stock_cnn

Implementation of (Re-)Imag(in)ing Price Trends

stock_cnn_blog_pub

This project is a loose implementation of paper "Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion Approach"

stock_price_predictor

Stock Price Predictor with Deep Learning

strategy-ml-dl

机器学习算法在策略上的应用

sunny-gnn

The official implementation of AAAI'24 paper: Self-Interpretable Graph Learning with Sufficient and Necessary Explanations.

supportresistance

A python script that estimates the support and resistance lines of a stock's prices or a period

t2g-former

Original implementation and experiment results of T2G-FORMER

tab-transformer-pytorch

Implementation of TabTransformer, attention network for tabular data, in Pytorch

tabgnn

tabllm

tabnet

PyTorch implementation of TabNet paper : https://arxiv.org/pdf/1908.07442.pdf

tabpfn

Official implementation of the TabPFN paper (https://arxiv.org/abs/2207.01848) and the tabpfn package.