Eric991005 / StockformerLinks
StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks
☆112Updated last year
Alternatives and similar repositories for Stockformer
Users that are interested in Stockformer are comparing it to the libraries listed below
Sorting:
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆79Updated last month
- Official Implementation of SimStock : Representation Model for Stock Similarities☆80Updated last year
- ☆65Updated 2 years ago
- ☆32Updated 5 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆128Updated 6 months ago
- ☆69Updated last year
- Reproduce AAAI22-FactorVAE☆63Updated last year
- ☆60Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆29Updated 3 months ago
- FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting☆75Updated last week
- PyTorch implementation of FactorVAE☆68Updated 7 months ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆71Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆60Updated 10 months ago
- ☆31Updated last year
- 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
- ☆85Updated 7 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆102Updated last year
- ☆47Updated 4 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆98Updated 6 months ago
- ☆99Updated 5 months ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆26Updated 2 years ago
- 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
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆57Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆43Updated 5 months ago
- Awesome time series forecasting papers and codes☆126Updated last week
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- Stock factor mining with CNN and GRU.☆60Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆83Updated 4 years ago
- ☆16Updated 5 months ago