Gjl12321 / KG_GCN_Stock_price_trend_prediction_systemLinks
☆13Updated 3 years ago
Alternatives and similar repositories for KG_GCN_Stock_price_trend_prediction_system
Users that are interested in KG_GCN_Stock_price_trend_prediction_system are comparing it to the libraries listed below
Sorting:
- 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
- Accepted at AAAI 25 Workshop Long Research Paper☆24Updated 6 months ago
- 多因子打分选股☆13Updated 3 years ago
- Reproduce AAAI22-FactorVAE☆68Updated 2 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆58Updated 4 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆96Updated 7 months ago
- Stock Price Prediction with PCA and LSTM☆14Updated 4 years ago
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆10Updated 3 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆19Updated last year
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆17Updated 3 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Updated 6 years ago
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- 多因子选股框架☆27Updated 5 years ago
- ☆55Updated 4 years ago
- ☆54Updated 3 years ago
- 基于基因表达式规划算法的因子挖掘☆34Updated 4 years ago
- my first factor-stock-selecting backtest function☆23Updated 5 years ago
- ☆11Updated last month
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆21Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆66Updated 3 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆73Updated 4 years ago
- ☆13Updated 3 years ago
- ☆12Updated 5 years ago
- 多因子模型相关☆23Updated 4 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Updated 2 years ago
- ☆22Updated last year
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Updated last week
- 一些研报的复现☆12Updated 7 years ago