Haiyao-Nero / InvariantStockLinks
☆33Updated 8 months ago
Alternatives and similar repositories for InvariantStock
Users that are interested in InvariantStock are comparing it to the libraries listed below
Sorting:
- ☆49Updated 7 months ago
- ☆20Updated 8 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆85Updated 4 months ago
- ☆63Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆106Updated 8 months ago
- Blaze☆15Updated 4 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆30Updated 6 months ago
- ☆70Updated 2 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- ☆68Updated last year
- ☆89Updated 9 months ago
- ☆53Updated 4 years ago
- The source code for the paper☆24Updated 2 years ago
- ☆40Updated 2 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆117Updated last year
- Reproduce AAAI22-FactorVAE☆67Updated 2 years ago
- ☆53Updated 3 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆22Updated 3 months ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆84Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆82Updated last year
- Custom Loss functions for asset return prediction with deep learning regression☆35Updated 2 years ago
- A Higher-order HMM with EM algo.☆16Updated 3 years ago
- Multi Task Learning Time Series Momentum☆24Updated last year
- 多因子选股框架☆26Updated 4 years ago
- 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☆35Updated 2 years ago
- ☆42Updated 2 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 8 months ago
- 强化学习进行量化金融☆38Updated 3 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆52Updated 2 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆105Updated last year