felixpatzelt / priceprop Star 23 Code Issues Pull requests Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow. python time-series modeling pandas scientific scientific-publications linear-models propagators kernel-model time-series-econometrics high-frequency-trading Updated Jan 16, 2018 Python
archana1998 / predictive-modelling Star 3 Code Issues Pull requests Predictive Modelling of Time Series Data using LSTM RNNs time-series lstm rnn lstm-model series-data rnn-tensorflow rnn-model lstm-neural-networks time-series-analysis time-series-econometrics time-series-forecast time-series-prediction time-series-forecasting rnn-lstm rnn-keras Updated Oct 14, 2019 Python