DVampire / EarnMoreLinks
☆58Updated last year
Alternatives and similar repositories for EarnMore
Users that are interested in EarnMore are comparing it to the libraries listed below
Sorting:
- ☆44Updated 3 months ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆148Updated 11 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆126Updated 5 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆97Updated 5 months ago
- ☆95Updated 4 months ago
- ☆66Updated 2 years ago
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆40Updated 7 months ago
- ☆98Updated last year
- ☆32Updated 5 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆108Updated last year
- ☆83Updated 6 months ago
- ☆30Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆77Updated 3 weeks ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆210Updated 9 months ago
- PyTorch implementation of FactorVAE☆68Updated 6 months ago
- ☆113Updated 10 months ago
- Reproduce AAAI22-FactorVAE☆61Updated last year
- 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☆34Updated 2 years ago
- ☆13Updated 6 months 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 3 months ago
- ☆68Updated 11 months ago
- Accepted at AAAI 25 Workshop Long Research Paper☆16Updated 3 months ago
- Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergrap…☆1Updated 11 months ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆60Updated 9 months ago
- ☆31Updated last year
- ☆40Updated 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
- ☆25Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆102Updated last year