DurandalLee / ACEFormerLinks
☆69Updated last year
Alternatives and similar repositories for ACEFormer
Users that are interested in ACEFormer are comparing it to the libraries listed below
Sorting:
- ☆48Updated 5 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆80Updated 2 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆98Updated 6 months ago
- ☆32Updated 6 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆114Updated last year
- Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergrap…☆1Updated last year
- ☆85Updated 7 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆29Updated 4 months ago
- ☆65Updated 2 years ago
- ☆61Updated last year
- Awesome time series forecasting papers and codes☆130Updated 2 weeks ago
- FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting☆80Updated 2 weeks ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆81Updated last year
- ☆102Updated 6 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆130Updated 7 months ago
- ☆28Updated last year
- ☆30Updated last year
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆75Updated last year
- ☆18Updated 6 months ago
- Reproduce AAAI22-FactorVAE☆66Updated last year
- PyTorch Implementation of FinMamba☆35Updated 2 weeks ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- [WWW'2024] "FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model"☆96Updated 4 months ago
- ☆34Updated last month
- ☆52Updated 3 years ago
- ☆40Updated 2 years ago
- ☆122Updated 11 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆102Updated last year
- This repository hosts the code for the SAMBA model, proposed in our IEEE ICASSP paper "Mamba Meets Financial Markets: A Graph-Mamba Appro…☆60Updated 3 months ago
- Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://a…☆98Updated last year