IIIS-Li-Group / OpenFELinks
OpenFE: automated feature generation with expert-level performance
☆813Updated last year
Alternatives and similar repositories for OpenFE
Users that are interested in OpenFE are comparing it to the libraries listed below
Sorting:
- The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Infor…☆277Updated 2 years ago
- Solution for the Jane Street 2024 Kaggle competition.☆176Updated last month
- [ICLR 2024] Official implementation of "TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting"☆1,737Updated 3 months ago
- ☆254Updated last year
- Linear Prediction Model with Automated Feature Engineering and Selection Capabilities☆523Updated 5 months ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆817Updated 8 months ago
- This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.☆195Updated 3 years ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆268Updated last year
- ☆65Updated last year
- A Full-Pipeline Automated Time Series (AutoTS) Analysis Toolkit.☆283Updated 4 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆131Updated 8 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆104Updated 8 months ago
- Mining technical factors based on symbolic regression via genetic algorithm☆190Updated 2 years ago
- Code for paper "Temporal Relational Ranking for Stock Prediction"☆497Updated 4 years ago
- An open source python library for automated feature engineering based on Genetic Programming☆150Updated last month
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆347Updated 2 months ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆344Updated 7 months ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆325Updated last year
- ML models + benchmark for tabular data classification and regression☆255Updated 2 weeks ago
- Papers for AI + quantitative investment☆127Updated 11 months ago
- Research on Tabular Deep Learning: Papers & Packages☆1,031Updated 9 months ago
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆153Updated last year
- Benchmark Dataset of Limit Order Book in China Markets☆212Updated 4 years ago
- Automated Time Series Forecasting☆1,316Updated last month
- ☆106Updated 4 years ago
- ☆103Updated last year
- Use advanced feature engineering strategies and select best features from your data set with a single line of code. Created by Ram Seshad…☆662Updated 6 months ago
- 量化机器学习/深度学习模型（Model Zoo）；Alpha 因子（Factor Zoo）； 量化资源以及相关论文代码☆77Updated last month
- Astock☆231Updated 2 years ago