GitHub repository: FranQuant/AI-based-Trading-Strategies
Primary language: Jupyter Notebook
Created: 2025-02-23T21:16:23Z
Description: AI-based Trading Strategies applies deep learning models (LSTM, GRU, CNN-LSTM, Transformer) to market prediction and asset allocation. The models are evaluated with transaction cost sensitivity and cross-validation, using metrics like the Sharpe ratio.