A Pytorch implementation of paper "Temporal Relational Ranking for Stock Prediction"
☆46Apr 13, 2022Updated 3 years ago
Alternatives and similar repositories for TGC_torch
Users that are interested in TGC_torch are comparing it to the libraries listed below
Sorting:
- Code for paper "Temporal Relational Ranking for Stock Prediction"☆517Mar 4, 2021Updated 5 years ago
- Relational Temporal Graph Convolutional Network for Ranking-based Stock Prediction☆49Jul 20, 2021Updated 4 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆26Jan 5, 2023Updated 3 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Feb 28, 2025Updated last year
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- ☆77Nov 16, 2022Updated 3 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆58Aug 17, 2021Updated 4 years ago
- Price prediction for Crypto, Stock, and Index using Hybrid Graph Attention Network (GAT) and Long Short-Term Memory (LSTM) models on PyTo…☆20Dec 15, 2023Updated 2 years ago
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Mar 12, 2021Updated 4 years ago
- ☆23Jun 21, 2024Updated last year
- HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction☆166Dec 2, 2019Updated 6 years ago
- PyTorch(1.6+) implementation of https://github.com/kang205/SASRec☆10Aug 28, 2024Updated last year
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆24May 27, 2021Updated 4 years ago
- ☆34May 20, 2024Updated last year
- Papers for AI + quantitative investment☆137Sep 12, 2024Updated last year
- The code of Dynamic Graph Learning Based on Hierarchical Memory for Origin-Destination Demand Prediction☆14Apr 29, 2022Updated 3 years ago
- Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks☆134Apr 20, 2022Updated 3 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated last year
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆14Apr 8, 2023Updated 2 years ago
- ☆118Nov 11, 2023Updated 2 years ago
- ☆14Feb 14, 2021Updated 5 years ago
- ☆16Oct 6, 2021Updated 4 years ago
- Code for Spatiotemporal Hypergraph Convolution Network for Stock Movement Forecasting☆43Jun 13, 2021Updated 4 years ago
- Spitzers Architecture School Urban Lab for Unit 26. This repository explores designing and codifying urban systems from the bottom up in …☆14Mar 29, 2022Updated 3 years ago
- 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。☆23Mar 20, 2024Updated last year
- Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test va…☆26Jul 30, 2023Updated 2 years ago
- ☆18Jul 6, 2022Updated 3 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆25Jun 6, 2025Updated 9 months ago
- The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Infor…☆291Jan 13, 2023Updated 3 years ago
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆17Jun 30, 2020Updated 5 years ago
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆17Jun 2, 2024Updated last year
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆123May 17, 2024Updated last year
- 高性能并行、事件驱动量化回测框架 high performance backtest，factor investing, portfiolio analysis☆23Nov 12, 2025Updated 3 months ago
- 🧹 Quantclean is a program that reformats financial dataset to US Equity TradeBar (Quantconnect format)☆19May 15, 2021Updated 4 years ago
- Implemented the paper Kinlaw, W., Kritzman, M., & Turkington, D. (2019). Crowded trades: Implications for sector rotation and factor timi…☆22Mar 18, 2021Updated 4 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆19Aug 18, 2024Updated last year
- ☆25Jan 1, 2025Updated last year
- 分享量化投资相关的论文，代码和代码复现。☆89Apr 14, 2023Updated 2 years ago
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆349Mar 19, 2024Updated last year