Eric991005 / Multitask-Stockformer
A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network
☆71Updated 9 months ago
Alternatives and similar repositories for Multitask-Stockformer:
Users that are interested in Multitask-Stockformer are comparing it to the libraries listed below
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆104Updated 11 months ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆58Updated 8 months ago
- ☆30Updated 3 months ago
- Stock factor mining with CNN and GRU.☆51Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- ☆51Updated 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☆31Updated 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
- Official Implementation of SimStock : Representation Model for Stock Similarities☆78Updated 10 months ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- ☆27Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- ☆65Updated 2 years ago
- Reproduce AAAI22-FactorVAE☆60Updated last year
- An end-to-end stock factors mining neural network framework.☆32Updated last year
- High frequency factors based on order and trade data.☆44Updated last year
- ☆41Updated 2 months ago
- ☆49Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆60Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 8 months ago
- Multi Task Learning Time Series Momentum☆20Updated 11 months 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
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- alpha投研示例☆69Updated last week
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆83Updated 4 years ago
- ☆69Updated 10 months ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆41Updated 9 months ago
- Literature survey of order execution strategies implemented in python☆42Updated 4 years ago
- 多因子模型相关☆21Updated 3 years ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆123Updated 4 months ago