Haiyao-Nero / InvariantStock
☆24Updated 2 months ago
Related projects ⓘ
Alternatives and complementary repositories for InvariantStock
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆43Updated 5 months ago
- ☆31Updated 8 months ago
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆25Updated 3 years ago
- Multi Task Learning Time Series Momentum☆14Updated 6 months ago
- Blaze☆12Updated 3 years ago
- A new formulaic alpha mining framework for quantitative investment☆81Updated 2 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated 9 months ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated last year
- ☆44Updated 3 years ago
- ☆41Updated last year
- An end-to-end stock factors mining neural network framework.☆25Updated last year
- ☆39Updated last year
- 多因子选股框架☆21Updated 3 years ago
- A Higher-order HMM with EM algo.☆15Updated 2 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☆26Updated 2 years ago
- 众人的因子回测框架 stock factor test☆24Updated last month
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆90Updated 6 months ago
- ☆49Updated 2 years ago
- 复现AAAI-21-STHAN-SR☆10Updated last year
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated last year
- Stock factor mining with CNN and GRU.☆41Updated last year
- Unofficial PyTorch implementation of FactorVAE☆15Updated last year
- ☆14Updated 3 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆20Updated last year
- The source code for the paper☆18Updated last year
- 一些研报的复现☆11Updated 6 years ago
- alpha投研示例☆57Updated last week
- ☆11Updated 2 years ago
- ☆65Updated 5 months ago