Eric991005 / Stockformer
StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks
☆102Updated 9 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☆68Updated 8 months ago
- ☆47Updated last year
- Official Implementation of SimStock : Representation Model for Stock Similarities☆76Updated 8 months ago
- MATCC: A Novel Approach for Robust Stock Price Prediction Incorporating Market Trends and Cross_time Correlations☆35Updated 4 months ago
- ☆61Updated 3 months ago
- ☆62Updated 2 years ago
- ☆27Updated last year
- Stock factor mining with CNN and GRU.☆50Updated 2 years ago
- ☆29Updated 2 months ago
- ☆37Updated last month
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last week
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆95Updated 10 months ago
- PyTorch implementation of FactorVAE☆61Updated 3 months ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 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 …☆56Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆143Updated 6 months ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆53Updated 7 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆120Updated 3 months ago
- Reproduce AAAI22-FactorVAE☆59Updated 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
- 改进gplearn,主要使用在股票公式挖掘☆93Updated 4 years ago
- ☆48Updated 2 years ago
- ☆69Updated 8 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆91Updated 2 months ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆61Updated last year
- An end-to-end stock factors mining neural network framework.☆28Updated last year
- This repository provides a PyTorch implementation of "Trade Forecasting via Efficient Multi-commodity STL Decomposition based Neural Netw…☆13Updated 10 months ago
- ☆99Updated 7 months ago
- ☆83Updated 2 months ago