DurandalLee / ACEFormer
☆69Updated 10 months ago
Alternatives and similar repositories for ACEFormer:
Users that are interested in ACEFormer are comparing it to the libraries listed below
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆71Updated 9 months ago
- ☆41Updated 2 months ago
- ☆77Updated 4 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆104Updated 11 months ago
- ☆30Updated 3 months ago
- ☆51Updated last year
- ☆65Updated 2 years ago
- Awesome financial time series forecasting papers and codes☆82Updated last month
- Financial Time Series Benchmark (FinTSB): A Comprehensive and Practical Benchmark for Financial Time Series Forecasting☆40Updated last month
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆93Updated 3 months ago
- [WWW'2024] "FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model"☆88Updated last month
- Open code for PriceGraph☆71Updated 11 months ago
- PyTorch implementation of FactorVAE☆63Updated 5 months ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆78Updated 10 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆123Updated 4 months ago
- ☆21Updated last month
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last month
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆66Updated last year
- Reproduce AAAI22-FactorVAE☆60Updated last year
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆282Updated last year
- ☆27Updated 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…☆42Updated last week
- ☆49Updated 3 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆96Updated 11 months ago
- PyTorch Implementation of FinMamba☆29Updated 2 months ago
- ☆23Updated 11 months ago
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆302Updated 4 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
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆171Updated 7 months ago
- Stock factor mining with CNN and GRU.☆51Updated 2 years ago