Eric991005 / Multitask-Stockformer
A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network
☆43Updated 5 months ago
Related projects ⓘ
Alternatives and complementary repositories for Multitask-Stockformer
- ☆24Updated 2 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆90Updated 6 months ago
- A new formulaic alpha mining framework for quantitative investment☆81Updated 2 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated 9 months ago
- 基于基因表达式规划算法的因子挖掘☆25Updated 3 years ago
- Stock factor mining with CNN and GRU.☆41Updated last year
- Backtest Framework designed by YuminQuant&Yumin.☆11Updated 3 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☆26Updated 2 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆55Updated 2 years ago
- ☆31Updated 8 months ago
- Multi Task Learning Time Series Momentum☆14Updated 6 months ago
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- ☆39Updated last year
- 复现AAAI-21-STHAN-SR☆10Updated last year
- ☆65Updated 5 months ago
- An end-to-end stock factors mining neural network framework.☆25Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆45Updated 3 months ago
- 多因子选股框架☆21Updated 3 years ago
- alpha投研示例☆57Updated last week
- factor performance visualization☆23Updated 5 months ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆69Updated 5 months ago
- ☆14Updated 3 years ago
- Reproduce AAAI22-FactorVAE☆55Updated last year
- ☆49Updated 2 years ago
- Blaze☆12Updated 3 years ago
- 多因子模型相关☆21Updated 3 years ago
- ☆24Updated last year
- 众人的因子回测框架 stock factor test☆24Updated last month
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated last year