Search Results for "financial"

In the era of big data, data is the foundation of everything. We collect more than 50 kinds of Taiwan stock related information and provide download, online analysis, and backtesting. Regardless of the program, you can download data through the api provided by FinMind, or you can download data directly from the website. After data is available, statistical analysis, regression analysis, time series analysis, machine learning, and deep learning can be performed. For individual stocks, provide...

...Supporting various federated learning scenarios, FATE now provides a host of federated learning algorithms, including logistic regression, tree-based algorithms, deep learning and transfer learning. FATE became open-source in February 2019. FATE TSC was established to lead FATE open-source community, with members from major domestic cloud computing and financial service enterprises. FedAI is a community that helps businesses and organizations build AI models effectively and collaboratively, by using data in accordance with user privacy protection, data security, data confidentiality and government regulations.

Example image Flow Forecast (FF) is an open-source deep learning for time series forecasting framework. It provides all the latest state-of-the-art models (transformers, attention models, GRUs) and cutting-edge concepts with easy-to-understand interpretability metrics, cloud provider integration, and model serving capabilities. Flow Forecast was the first time series framework to feature support for transformer-based models and remains the only true end-to-end deep learning for time series...

...Organized in four parts and 24 chapters, it covers the end-to-end workflow from data sourcing and model development to strategy backtesting and evaluation. Covers key aspects of data sourcing, financial feature engineering, and portfolio management. The design and evaluation of long-short strategies based on a broad range of ML algorithms, how to extract tradeable signals from financial text data like SEC filings, earnings call transcripts or financial news. Using deep learning models like CNN and RNN with financial and alternative data, and how to generate synthetic data with Generative Adversarial Networks, as well as training a trading agent using deep reinforcement learning.

As a general data structure with strong expressive ability, graphs can be used to describe many problems in the real world, such as user networks in social scenarios, user and commodity networks in e-commerce scenarios, communication networks in telecom scenarios, and transaction networks in financial scenarios. and drug molecule networks in medical scenarios, etc. Data in the fields of text, speech, and images is easier to process into a grid-like type of Euclidean space, which is suitable for processing by existing deep learning models. Graph is a data type in non-Euclidean space and cannot be directly applied to existing methods, requiring a specially designed graph neural network system. ...

RL-Stock is a reinforcement learning project that explores automated stock trading through a simulated training environment. It is written as an educational experiment rather than a financial product or investment recommendation system. The project includes scripts for collecting stock data, defining a reinforcement learning environment, training an agent, and visualizing results. It focuses on how an agent can learn trading-like behavior through rewards, states, and actions. The repository is useful for learners who want to connect reinforcement learning concepts with a familiar financial market example. ...