金融时间序列（预测分析 / 相似度 / 数据处理）
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Jul 10, 2024 - Jupyter Notebook
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financial-time-series
Here are 25 public repositories matching this topic...
MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
deep-learning gpt financial-data limit-order-book order-flow synthetic-data-generation market-simulation financial-time-series
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Sep 5, 2025 - Jupyter Notebook
This repository contains the official source code and data for the research paper: Enhancing stock price forecasting with a modular deep learning framework incorporating plug-and-play Transformer variants.
python time-series reproducible conda pytorch transformer stock-price-prediction time-series-forecasting pytorch-lightning financial-time-series cross-market replacable-transformer-variants
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Dec 22, 2025 - Python
2025학년도 1학기 ML Finance Lab 및 자산운용
finance deep-learning time-series neural-network financial-analysis asset-management financial-machine-learning sogang-university financial-time-series causal-factor-investing quantifi-sogang advances-in-financial-machine-learning machine-learning-for-asset-manager
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Jul 12, 2025 - Python
QuantifiLib is a modular Python library for event-driven strategy research, developed by Quantifi Sogang. It supports data loading, signal engineering, backtesting, portfolio optimization, time series modeling, and causal inference for systematic finance.
portfolio machine-learning time-series financial-data financial-analysis backtesting financial-machine-learning sogang-university financial-time-series quantifi-sogang ml-finance
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Aug 10, 2025 - Python
2025년 금융을 위한 고급 파이썬 프로그래밍
finance financial-analysis sogang-university large-language-models financial-time-series quantifi-sogang
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Mar 1, 2025 - Python
Explore NVIDIA's stock dynamics with this project, using a mix of traditional and deep learning models to forecast stock prices and analyze the influence of market sentiment. Integrates ARIMA, LSTM, and more to provide deep insights.
python machine-learning random-forest tensorflow nvidia lstm stock-price-prediction quantitative-finance feature-engineering arima attention-mechanism garch sarimax time-series-forecasting financial-time-series
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Apr 16, 2025 - Python
List of books on time series analysis, with links to code where available
finance r econometrics garch cointegration hidden-markov-models time-series-analysis state-space-models r-packages nonlinear-time-series stochastic-volatility multivariate-time-series financial-time-series
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May 12, 2025
An end-to-end Automated ML pipeline for empirical asset pricing & DJI forecasting. Bridges econometric rigor with modern AI using H2O AutoML. Features include advanced preprocessing (Winsorization, ADF), statistical validation via the Diebold-Mariano test, and model explainability using SHAP values. Optimized for reproducible quantitative research.
econometrics quantitative-finance asset-pricing automl stock-market-prediction machine-learning-finance shap empirical-finance h2o-ai-cloud financial-time-series
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Nov 29, 2025 - Jupyter Notebook
Financial Deep Neural Net & Causal Inference
machine-learning deep-neural-networks deep-learning financial-analysis causal-inference financial-machine-learning financial-time-series causal-factor-investing financial-deep-learning
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Dec 14, 2024 - Python
2024학년도 2학기 Senior Risk Management 팀을 위한 학습자료
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Mar 4, 2025 - Jupyter Notebook
2024 하계 금융 시계열 데이터를 위한 머신러닝
machine-learning deep-learning time-series rnn financial-analysis arfima sogang-university financial-time-series quantifi-sogang
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Jul 20, 2024 - Python
Exercices about Object oriented programming.
loops collections conditional-statements object-oriented-programming basic-data-types data-visualization-tools financial-time-series mathematical-tools-with-numpy
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Nov 14, 2023 - Python
QuantifiLib is a modular Python library for event-driven strategy research, developed by Quantifi Sogang. It supports data loading, signal engineering, backtesting, portfolio optimization, time series modeling, and causal inference for systematic finance.
financial-analysis financial-markets financial-machine-learning financial-time-series quantifi-sogang
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Aug 16, 2025 - Python
Repository for a USD/SGD exchange rate prediction model using LSTM and Random Forest, based on economic indicators and sentiment analysis from 2012-2022.
python natural-language-processing random-forest lstm particle-filter feature-engineering attention-mechanism macroeconomics time-series-forecasting financial-time-series exchange-rate-prediction forex-forecasting
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Apr 12, 2025 - Jupyter Notebook
2024학년도 2학기 Senior ML Finance Team 학습자료
finance machine-learning deep-learning time-series-analysis financial-machine-learning sogang-university financial-time-series causal-factor-investing quantifi-sogang advances-in-financial-machine-learning machine-learning-for-asset-manager
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Mar 3, 2025 - Python
Probabilistic Logic Interpretation and Uncertainty Quantification of Neural Network Based Decision Making on Financial Time Series
python machine-learning deep-learning neural-networks quantitative-finance logic-gates algorithmic-trading uncertainty-quantification explainable-ai interpretable-machine-learning financial-time-series
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Jun 3, 2025 - Python
2024학년도 2학기 Senior ML Finance Team 학습자료
machine-learning deep-learning financial-analysis financial-machine-learning sogang-university financial-time-series quantifi-sogang
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Mar 3, 2025 - Python
Multi-modal RL trading agent (CNN + PPO) integrating market prices, macroeconomic indicators, and news signals . MSc dissertation artefact.
python machine-learning reinforcement-learning deep-learning cnn pytorch supervised-learning policy-gradient quantitative-finance feature-engineering algorithmic-trading macroeconomics news-analysis financial-time-series ppo-algorithm
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Jan 31, 2026 - Python
This is the code for the paper Adaptive Financial Time Series Classification: Leveraging Historical Samples from Signal-to-Noise Ratio Margins.
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May 26, 2025 - MATLAB
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