Eric991005 / Multitask-StockformerLinks
A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network
☆80Updated 2 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☆113Updated last year
- Stock factor mining with CNN and GRU.☆63Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆63Updated 11 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆29Updated 5 months ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- ☆32Updated 7 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
- ☆69Updated last year
- Official Implementation of SimStock : Representation Model for Stock Similarities☆82Updated last year
- An end-to-end stock factors mining neural network framework.☆41Updated 2 years ago
- ☆67Updated 2 years ago
- ☆32Updated last year
- ☆19Updated 7 months ago
- ☆48Updated 5 months ago
- Accepted at AAAI 25 Workshop Long Research Paper☆19Updated 2 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆104Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆62Updated 2 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆100Updated 7 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☆34Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 11 months ago
- Reproduce AAAI22-FactorVAE☆66Updated last year
- ☆61Updated last year
- ☆53Updated 4 years ago
- factor performance visualization☆38Updated last month
- Recurrent Neural Network for predicting Stock Returns☆122Updated 3 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆80Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- PyTorch implementation of FactorVAE☆74Updated 8 months ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆63Updated 4 years ago
- High frequency factors based on order and trade data.☆56Updated last year