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This is my bachelor's thesis that I wrote over the course of two months during my final year of studies, earning my Bachelor of Science in Computer Science degree. The thesis was co-authored by my good friend Tobias Ă…nhed. Click here for revised edition on DiVA.

https://github.com/philiparvidsson/Sequence-to-Sequence-Learning-of-Financial-Time-Series-in-Algorithmic-Trading

Build and tune investment algorithms for use with artificial intelligence (deep neural networks) with a distributed stack for running backtests using live pricing data on publicly traded companies with automated datafeeds from: IEX Cloud, Tradier and FinViz (includes: pricing, options, news, dividends, daily, intraday, screeners, statistics, financials, earnings, and more). This will pull Redis and Minio docker images.

docker kubernetes redis deep-neural-networks options deep-learning jupyter tensorflow helm s3 keras minio iex helm-charts stocks algorithmic-trading deep-learning-tutorial tradier backtesting iexcloud iextradingThe objective is to predict continuous values, sin and cos functions in this example, based on previous observations using the LSTM architecture. This example has been updated with a new version compatible with the tensrflow-1.1.0. This new version is using a library polyaxon that provides an API to create deep learning models and experiments based on tensorflow.

lstm tensorflow recurrent-networks deep-learning sequence-prediction tensorflow-lstm-regression jupyter time-series recurrent-neural-networksPyAlgoTrade is a Python Algorithmic Trading Library with focus on backtesting and support for paper-trading and live-trading. Let’s say you have an idea for a trading strategy and you’d like to evaluate it with historical data and see how it behaves. PyAlgoTrade allows you to do so with minimal effort.

trading stock algorithmic-trading library trading-strategiesRNNSharp is a toolkit of deep recurrent neural network which is widely used for many different kinds of tasks, such as sequence labeling, sequence-to-sequence and so on. It's written by C# language and based on .NET framework 4.6 or above version. This page introduces what is RNNSharp, how it works and how to use it. To get the demo package, you can access release page.

rnn crf deep-learning machine-learning c-sharp sequence-labeling rnn-model recurrent-neural-networks nlp lstmStock-Prediction-Models, Gathers machine learning and deep learning models for Stock forecasting, included trading bots and simulations. I code LSTM Recurrent Neural Network and Simple signal rolling agent inside Tensorflow JS, you can try it here, huseinhouse.com/stock-forecasting-js, you can download any historical CSV and upload dynamically.

deep-learning monte-carlo trading-bot lstm stock-market stock-price-prediction seq2seq learning-agents stock-price-forecasting evolution-strategies lstm-sequence stock-prediction-models deep-learning-stock strategy-agent monte-carlo-markov-chainDeep learning is a group of exciting new technologies for neural networks. Through a combination of advanced training techniques and neural network architectural components, it is now possible to create neural networks of much greater complexity. Deep learning allows a neural network to learn hierarchies of information in a way that is like the function of the human brain. This course will introduce the student to computer vision with Convolution Neural Networks (CNN), time series analysis with Long Short-Term Memory (LSTM), classic neural network structures and application to computer security. High Performance Computing (HPC) aspects will demonstrate how deep learning can be leveraged both on graphical processing units (GPUs), as well as grids. Focus is primarily upon the application of deep learning to problems, with some introduction mathematical foundations. Students will use the Python programming language to implement deep learning using Google TensorFlow and Keras. It is not necessary to know Python prior to this course; however, familiarity of at least one programming language is assumed. This course will be delivered in a hybrid format that includes both classroom and online instruction. This syllabus presents the expected class schedule, due dates, and reading assignments. Download current syllabus.

neural-network machine-learning tensorflow keras deeplearningNowTrade is an algorithmic trading library with a focus on creating powerful strategies using easily-readable and simple Python code. With the help of NowTrade, full blown stock/currency trading strategies, harnessing the power of machine learning, can be implemented with few lines of code. NowTrade strategies are not event driven like most other algorithmic trading libraries available. The strategies are implemented in a sequential manner (one line at a time) without worrying about events, callbacks, or object overloading.

trading technical-indicators neural-network random-forest stock currency algorithmic-trading-library machine-learning algorithmic-tradingTa4j is an open source Java library for technical analysis. It provides the basic components for creation, evaluation and execution of trading strategies. It is a powerful engine for building custom trading strategies. It supports more than 130 technical indicators (Aroon, ATR, moving averages, parabolic SAR, RSI, etc.).

technical-analysis java-library stocks forex litecoin bitcoin ethereum ripple trading-algorithms trading-strategies tradingCompared to a classical approach, using a Recurrent Neural Networks (RNN) with Long Short-Term Memory cells (LSTMs) require no or almost no feature engineering. Data can be fed directly into the neural network who acts like a black box, modeling the problem correctly. Other research on the activity recognition dataset can use a big amount of feature engineering, which is rather a signal processing approach combined with classical data science techniques. The approach here is rather very simple in terms of how much was the data preprocessed. Let's use Google's neat Deep Learning library, TensorFlow, demonstrating the usage of an LSTM, a type of Artificial Neural Network that can process sequential data / time series.

machine-learning deep-learning lstm human-activity-recognition neural-network rnn recurrent-neural-networks tensorflow activity-recognitionFelix Hieber, Tobias Domhan, Michael Denkowski, David Vilar, Artem Sokolov, Ann Clifton and Matt Post (2017): Sockeye: A Toolkit for Neural Machine Translation. In eprint arXiv:cs-CL/1712.05690.If you are interested in collaborating or have any questions, please submit a pull request or issue. You can also send questions to sockeye-dev-at-amazon-dot-com.

deep-learning deep-neural-networks mxnet machine-learning machine-translation neural-machine-translation encoder-decoder attention-mechanism sequence-to-sequence sequence-to-sequence-models sockeye attention-is-all-you-need attention-alignment-visualization attention-model seq2seq convolutional-neural-networks translationSequence labeling models are quite popular in many NLP tasks, such as Named Entity Recognition (NER), part-of-speech (POS) tagging and word segmentation. State-of-the-art sequence labeling models mostly utilize the CRF structure with input word features. LSTM (or bidirectional LSTM) is a popular deep learning based feature extractor in sequence labeling task. And CNN can also be used due to faster computation. Besides, features within word are also useful to represent word, which can be captured by character LSTM or character CNN structure or human-defined neural features. NCRF++ is a PyTorch based framework with flexiable choices of input features and output structures. The design of neural sequence labeling models with NCRF++ is fully configurable through a configuration file, which does not require any code work. NCRF++ is a neural version of CRF++, which is a famous statistical CRF framework.

pytorch ner sequence-labeling crf lstm-crf char-rnn char-cnn named-entity-recognition part-of-speech-tagger chunking neural-networks nbest lstm cnn batchNeural Machine Translation with Keras (Theano and Tensorflow). for obtaining the required packages for running this library.

neural-machine-translation keras deep-learning sequence-to-sequence theano machine-learning nmt machine-translation lstm-networks gru tensorflow attention-mechanism web-demo transformer attention-is-all-you-need attention-model attention-seq2seqTensorflow implementation of model discussed in the following paper: Learning to Diagnose with LSTM Recurrent Neural Networks. MIMIC-III dataset can possibly be use to train and test the model. Beware this is not the data set used by the authors of the paper.

deep-learning time-series tensorflow lstm multi-label-classification"Data is the new oil" is a saying which you must have heard by now along with the huge interest building up around Big Data and Machine Learning in the recent past along with Artificial Intelligence and Deep Learning. Besides this, data scientists have been termed as having "The sexiest job in the 21st Century" which makes it all the more worthwhile to build up some valuable expertise in these areas. Getting started with machine learning in the real world can be overwhelming with the vast amount of resources out there on the web. "Practical Machine Learning with Python" follows a structured and comprehensive three-tiered approach packed with concepts, methodologies, hands-on examples, and code. This book is packed with over 500 pages of useful information which helps its readers master the essential skills needed to recognize and solve complex problems with Machine Learning and Deep Learning by following a data-driven mindset. By using real-world case studies that leverage the popular Python Machine Learning ecosystem, this book is your perfect companion for learning the art and science of Machine Learning to become a successful practitioner. The concepts, techniques, tools, frameworks, and methodologies used in this book will teach you how to think, design, build, and execute Machine Learning systems and projects successfully.

machine-learning deep-learning text-analytics classification clustering natural-language-processing computer-vision data-science spacy nltk scikit-learn prophet time-series-analysis convolutional-neural-networks tensorflow keras statsmodels pandas deep-neural-networksThe Accord.NET project provides machine learning, statistics, artificial intelligence, computer vision and image processing methods to .NET. It can be used on Microsoft Windows, Xamarin, Unity3D, Windows Store applications, Linux or mobile.

machine-learning framework c-sharp nuget visual-studio statistics unity3d neural-network support-vector-machines computer-vision image-processing ffmpegThe goal of the project is to provide machine learning for everyone, both technical and non-technical users. I needed a tool sometimes, which I can use to fast create a machine learning prototype. Whether to build some proof of concept or create a fast draft model to prove a point. I find myself often stuck at writing boilerplate code and/or thinking too much of how to start this.

data-science machine-learning automation neural-network scikit-learn sklearn machine-learning-algorithms artificial-intelligence neural-networks data-analysis machine-learning-library machinelearning preprocessing automl multilayer-perceptron-network scikitlearn-machine-learning multilayer-perceptron automl-api automl-algorithms automl-experimentsNOTE: THE CODE IS UNDER DEVELOPMENT, PLEASE ALWAYS PULL THE LATEST VERSION FROM HERE. In recent years, sequence-to-sequence (seq2seq) models are used in a variety of tasks from machine translation, headline generation, text summarization, speech to text, to image caption generation. The underlying framework of all these models are usually a deep neural network which contains an encoder and decoder. The encoder processes the input data and a decoder receives the output of the encoder and generates the final output. Although simply using an encoder/decoder model would, most of the time, produce better result than traditional methods on the above-mentioned tasks, researchers proposed additional improvements over these sequence to sequence models, like using an attention-based model over the input, pointer-generation models, and self-attention models. However, all these seq2seq models suffer from two common problems: 1) exposure bias and 2) inconsistency between train/test measurement. Recently a completely fresh point of view emerged in solving these two problems in seq2seq models by using methods in Reinforcement Learning (RL). In these new researches, we try to look at the seq2seq problems from the RL point of view and we try to come up with a formulation that could combine the power of RL methods in decision-making and sequence to sequence models in remembering long memories. In this paper, we will summarize some of the most recent frameworks that combines concepts from RL world to the deep neural network area and explain how these two areas could benefit from each other in solving complex seq2seq tasks. In the end, we will provide insights on some of the problems of the current existing models and how we can improve them with better RL models. We also provide the source code for implementing most of the models that will be discussed in this paper on the complex task of abstractive text summarization.

reinforcement-learning actor-critic policy-gradient abstractive-text-summarization pointer-generator nlpLean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage. It was designed in Mono and operates in Windows, Linux and Mac platforms. Lean drives the web based algorithmic trading platform QuantConnect.Handle all messages from the algorithmic trading engine. Decide what should be sent, and where the messages should go. The result processing system can send messages to a local GUI, or the web interface.

c-sharp algorithmic-trading-engine quantconnect lean-engine finance algorithm options trading-algorithms trading-platform trading-strategies trading-bot stock-indicators forexThis repository holds the code to a new kind of RNN model for processing sequential data. The model computes a recurrent weighted average (RWA) over every previous processing step. With this approach, the model can form direct connections anywhere along a sequence. This stands in contrast to traditional RNN architectures that only use the previous processing step. A detailed description of the RWA model has been published in a manuscript at https://arxiv.org/pdf/1703.01253.pdf. Because the RWA can be computed as a running average, it does not need to be completely recomputed with each processing step. The numerator and denominator can be saved from the previous step. Consequently, the model scales like that of other RNN models such as the LSTM model.

recurrent-neural-networks sequential-data time-series research rwa-model recurrent-weighted-average deep-memorySOD is an embedded, modern cross-platform computer vision and machine learning software library that expose a set of APIs for deep-learning, advanced media analysis & processing including real-time, multi-class object detection and model training on embedded systems with limited computational resource and IoT devices. SOD was built to provide a common infrastructure for computer vision applications and to accelerate the use of machine perception in open source as well commercial products.

computer-vision library deep-learning image-processing object-detection cpu real-time convolutional-neural-networks recurrent-neural-networks face-detection facial-landmarks machine-learning-algorithms image-recognition image-analysis vision-framework embedded detection iot-device iot
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