Eric991005 / Stockformer
StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks
☆103Updated 10 months ago
Alternatives and similar repositories for Stockformer:
Users that are interested in Stockformer 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☆70Updated 9 months ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆77Updated 9 months ago
- ☆50Updated last year
- ☆30Updated 3 months ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆64Updated last year
- ☆39Updated 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
- ☆69Updated 9 months ago
- ☆62Updated 2 years ago
- Awesome financial time series forecasting papers and codes☆70Updated 3 weeks ago
- Stock factor mining with CNN and GRU.☆51Updated 2 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆96Updated 10 months ago
- Reproduce AAAI22-FactorVAE☆59Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆57Updated 7 months ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆158Updated 7 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆123Updated 3 months ago
- ☆49Updated 3 years ago
- ☆27Updated last year
- Open code for PriceGraph☆70Updated 11 months ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆59Updated 2 years ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆41Updated 8 months ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with L…☆34Updated last week
- PyTorch implementation of FactorVAE☆62Updated 4 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆92Updated 3 months ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆39Updated 2 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- An end-to-end stock factors mining neural network framework.☆30Updated last year
- ☆76Updated 4 months ago
- Multi Task Learning Time Series Momentum☆20Updated 10 months ago