clisztian/MicropricesFX

Stars
6
Rank 2,539,965 (Top 51 %)
Language
Java
Created over 2 years ago
Updated 2 months ago

clisztian/MicropricesFX

clisztian

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Microprice estimator for pretrade data

iMetrica

A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-time signal extraction, Bayesian financial econometrics, and much more.

MDFA-Toolkit

A JAVA package for real-time signal extraction in large multivariate time series

MDFA-DeepLearning

Deep learning in large multivariate time series using real-time feature extraction with MDFA

SimpleTrader

Simple Bollinger daily trading system on EURUSD using AlgoTrader

JRecurrentMDFA

A Recurrent neural network using the multivariate direct filter approach to learn and forecast signals in nonstationary (multi/uni)variate time series.

JDeepLateration

A java library for deep learning in multilateration

iMetricaFX

A pure JavaFX app for building, implementing, analyzing, testing, and exporting a real-time signal extraction pipeline for large multivariate time series

TsetlinBayesFX

A workbench for Bayesian network learning algorithms using Tsetlin machines

TS-JRecurrent

A Java recurrent NN library featuring RWA and GMU cells for time-series analysis.

jfugue

A realtime version of jfugue 5.0.9 for music composition

automataFX

Realtime enhanced learning in automata machines

JCudaLSTM

A pure GPU implementation of generalized deep neural networks

JCudaMDFA

cuda implementation of the multivariate direct filter approach (MDFA) for real-time signal extraction on very big time-series data sets

DEXOrderbookTemplate

Simple Limit Orderbook interface with matching engine

BB-xTraction

The Blakely-Brugger quantitative sparse predictive hierarchy method for microfossil learning and extraction