Experimental scenario analysis for real-life events forecasting with Codex or Claude

ML model for forecasting directional price movement of U.S. Gold Futures using macroeconomic and technical indicators

A quantitative finance and market forecasting project that analyzes historical financial data using statistical and machine learning techniques to identify trends, generate predictive insights, and simulate data-driven trading and investment decisions. It involves POSITIONAL TRADING.

A comprehensive benchmark for short-, mid-, and medium-horizon price movement forecasting on LOB data, comparing ML baselines with the DeepLOB deep learning model.

Presentación de mi TFM titulado "Aplicación de redes neuronales artificiales y programación cuadrática en la gestión de carteras"

Mi TFM titulado "Aplicación de redes neuronales artificiales y programación cuadrática en la gestión de carteras"

This repository contains two distinct approaches for forecasting market returns. The challenge involves predicting an intraday-varying target variable `y` (hypothesized to represent log returns) across multiple symbols using time-series data with 26 features.