Hugo-CAS / Dynamic-Stock-Co-Movement-Graphs-for-Stock-PredictionsLinks
Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"
☆17Updated 3 years ago
Alternatives and similar repositories for Dynamic-Stock-Co-Movement-Graphs-for-Stock-Predictions
Users that are interested in Dynamic-Stock-Co-Movement-Graphs-for-Stock-Predictions are comparing it to the libraries listed below
Sorting:
- ☆54Updated 3 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆33Updated 8 months ago
- Reproduce AAAI22-FactorVAE☆68Updated 2 years ago
- Open code for PriceGraph☆73Updated last year
- ☆72Updated 3 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆57Updated 4 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆23Updated 5 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆91Updated 6 months ago
- Blaze☆16Updated 4 years ago
- ☆54Updated 4 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
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆73Updated 4 years ago
- ☆21Updated 10 months ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆86Updated 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☆36Updated 3 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆24Updated 4 years ago
- ☆16Updated 4 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆65Updated 2 months ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆80Updated 11 months ago
- The Implementation of paper (RE)IMAGE(IN)ING PRICE TRENDS by PyTorch☆20Updated 4 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 10 months ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆52Updated 5 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆24Updated 2 years ago
- Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks☆134Updated 3 years ago
- Multi Task Learning Time Series Momentum☆24Updated last year
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆16Updated last year
- Implementation of (Re-)Imag(in)ing Price Trends☆80Updated 3 years ago
- A Pytorch implementation of paper "Temporal Relational Ranking for Stock Prediction"☆45Updated 3 years ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆11Updated 4 years ago