CaoRui0910 / Multi-factor-stock-selection-strategy-based-on-machine-learningLinks
☆10Updated this week
Alternatives and similar repositories for Multi-factor-stock-selection-strategy-based-on-machine-learning
Users that are interested in Multi-factor-stock-selection-strategy-based-on-machine-learning are comparing it to the libraries listed below
Sorting:
- Stock Price Prediction with PCA and LSTM☆14Updated 4 years ago
- 改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆20Updated last year
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Updated 2 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆35Updated 3 years ago
- 量化FOF框架☆13Updated 6 years ago
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- 多因子模型相关☆22Updated 4 years ago
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆10Updated 3 years ago
- ARIMA & GARCH models for stock price prediction☆19Updated 5 years ago
- my first factor-stock-selecting backtest function☆22Updated 5 years ago
- 多因子选股框架☆27Updated 4 years ago
- 多因子打分选股☆13Updated 3 years ago
- 一些研报的 复现☆12Updated 7 years ago
- 雪球结构产品定价☆29Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated last year
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Updated 2 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Updated last month
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆66Updated 3 years ago
- An end-to-end stock factors mining neural network framework.☆44Updated 2 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆33Updated 4 years ago
- ☆15Updated 4 years ago
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and …☆44Updated 3 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆69Updated 4 years ago
- Try to predict stock price with LSTM、GAN and DRL, exploring the features of news and technical indicators，which help improving perfomance…☆108Updated 6 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆13Updated 6 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆22Updated 4 months ago
- ☆13Updated 3 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago