ChunhanLi / 9th-kaggle-optiver-trading-closeLinks
☆68Updated last year
Alternatives and similar repositories for 9th-kaggle-optiver-trading-close
Users that are interested in 9th-kaggle-optiver-trading-close are comparing it to the libraries listed below
Sorting:
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆65Updated last month
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆106Updated 10 months ago
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆110Updated last year
- Stock factor mining with CNN and GRU.☆66Updated 2 years ago
- Solution for the Jane Street 2024 Kaggle competition.☆196Updated 3 months ago
- ☆54Updated 4 years ago
- An end-to-end stock factors mining neural network framework.☆44Updated 2 years ago
- High frequency factors based on order and trade data.☆66Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆290Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆62Updated last year
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆47Updated 3 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆89Updated 5 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆138Updated 10 months ago
- This is the project for deep learning in stock market prediction.☆227Updated 10 months ago
- 基于基因表达式规划算法的因子挖掘☆34Updated 4 years ago
- Papers for AI + quantitative investment☆127Updated last year
- Reproduce AAAI22-FactorVAE☆67Updated 2 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆197Updated 2 years ago
- ☆54Updated 3 years ago
- Fintech literature, including journal, conference, book and useful links☆98Updated 3 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
- Benchmark Dataset of Limit Order Book in China Markets☆213Updated 4 years ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆136Updated last year
- PyTorch implementation of FactorVAE☆83Updated 11 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- 分享量化投资相关的论文,代码和代码复现。☆83Updated 2 years ago
- alpha投研示例☆85Updated last month
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago