DanieleMDiNosse/RBM_forex

Application of Restricted Boltzmann Machines to learn the probability distribution of a set of forex currencies. The code wants to replicates the results of Kondratyev, Alexei and Schwarz, Christian, The Market Generator (May 8, 2019). Available at SSRN: https://ssrn.com/abstract=3384948 or http://dx.doi.org/10.2139/ssrn.3384948

PythonGPL-3.0