ChunhanLi / 9th-kaggle-optiver-trading-close
☆56Updated 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
- Stock factor mining with CNN and GRU.☆52Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- High frequency factors based on order and trade data.☆45Updated last year
- ☆50Updated 4 years ago
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last month
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆93Updated 4 months ago
- An end-to-end stock factors mining neural network framework.☆34Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆59Updated 8 months ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆41Updated 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…☆62Updated 4 years ago
- Code for the 15th place submission at Trading at the Close competition☆18Updated 10 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆97Updated 11 months ago
- ☆27Updated last year
- ☆30Updated 3 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆82Updated 4 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆71Updated 10 months 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☆31Updated 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
- ☆49Updated 3 years ago
- ☆51Updated last year
- 分享量化投资相关的论文，代码和代码复现。☆79Updated 2 years ago
- 改进gplearn,主要使用在股票公式挖掘☆93Updated 4 years ago
- Recurrent Neural Network for predicting Stock Returns☆120Updated 3 years ago
- Solution for the Jane Street 2024 Kaggle competition.☆90Updated 3 months ago
- 多因子模型相关☆21Updated 3 years ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆174Updated 7 months ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆140Updated 9 months ago