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  1. hfhd hfhd Public

    hfhd is an accelerated Python library for estimating (integrated) covariance matrices with high frequency data in high dimensions.

    Python 7

  2. Bayesian_DNN_Reg Bayesian_DNN_Reg Public

    Bayesian Deep Neural Network for Finance with Dynamic Profit Taking

    Python 2

  3. LSTM_return_prediction LSTM_return_prediction Public

    Multivariate LSTM model framework for asset return prediction

    Python 2 1