BerkinChen / AlphaSAGELinks
Official implementation of AlphaSAGE: Structure-Aware Alpha Mining via GFlowNets for Robust Exploration (https://arxiv.org/abs/2509.25055).
☆54Updated last month
Alternatives and similar repositories for AlphaSAGE
Users that are interested in AlphaSAGE are comparing it to the libraries listed below
Sorting:
- FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting☆110Updated 2 months ago
- AlphaAgent is an autonomous alpha mining framework.☆100Updated 4 months ago
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆130Updated last month
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆298Updated last year
- Awesome time series forecasting papers and codes☆198Updated last month
- Implementation of "AlphaQCM: Alpha Discovery in Finance with Distributional Reinforcement Learning"☆83Updated 4 months ago
- 量化机器学习/深度学习模型（Model Zoo）；Alpha 因子（Factor Zoo）； 量化资源以及相关论文代码☆120Updated 3 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆140Updated 11 months ago
- ☆90Updated 11 months ago
- ☆68Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆91Updated 6 months ago
- ☆120Updated 10 months ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆85Updated last month
- ☆134Updated last year
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆336Updated last year
- Papers for AI + quantitative investment☆129Updated last year
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆331Updated last year
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆120Updated last year
- ☆53Updated 9 months ago
- [WWW'2024] "FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model"☆101Updated 8 months ago
- Stock factor mining with CNN and GRU.☆67Updated 2 years ago
- ☆43Updated 6 months ago
- AI-powered CLI tool: Transform trading research papers into QuantConnect algorithms using GPT-4☆80Updated last week
- An end-to-end stock factors mining neural network framework.☆46Updated 2 years ago
- Alpha Agent: A Multi-Agent Based Framework for Alpha Research in Quantitative Investment☆60Updated 4 months ago
- Hybrid Python + Rust backtesting framework☆256Updated last week
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆108Updated 10 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆112Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆65Updated 2 months ago
- ☆70Updated last year