Eric991005 / Multitask-StockformerLinks
A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network
☆97Updated 7 months ago
Alternatives and similar repositories for Multitask-Stockformer
Users that are interested in Multitask-Stockformer are comparing it to the libraries listed below
Sorting:
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆122Updated last year
- Stock factor mining with CNN and GRU.☆71Updated 3 years ago
- ☆32Updated 2 years 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☆37Updated 3 years ago
- ☆35Updated 11 months ago
- ☆69Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆68Updated 3 months ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆86Updated last year
- An end-to-end stock factors mining neural network framework.☆50Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- 基于基因表达式规划算法的因子挖掘☆34Updated 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 …☆67Updated 3 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- factor performance visualization☆45Updated 2 months ago
- ☆91Updated last year
- ☆57Updated 10 months ago
- Accepted at AAAI 25 Workshop Long Research Paper☆25Updated 6 months ago
- Multi Task Learning Time Series Momentum☆24Updated last year
- 沪深300指数增强模型☆88Updated 6 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆110Updated last year
- Reproduce AAAI22-FactorVAE☆68Updated 2 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- PyTorch implementation of FactorVAE☆88Updated last year
- ☆55Updated 4 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- ☆135Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆33Updated 9 months ago
- Backtest Framework designed by YuminQuant&Yumin.☆19Updated last year
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆59Updated 2 years ago