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GitHub / YannickKae / Financial-Market-Regime-Classification

Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/YannickKae%2FFinancial-Market-Regime-Classification

Stars: 16
Forks: 2
Open Issues: 0

License: cc0-1.0
Language: Jupyter Notebook
Repo Size: 26.6 MB
Dependencies: pending

Created: about 1 year ago
Updated: 17 days ago
Last pushed: 17 days ago
Last synced: 17 days ago

Topics: asset-allocation, classification, factor-investing, finance, logistic-regression, momentum, multi-layer-perceptron, random-forest, regime-classification, support-vector-machine, time-series, value

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