IIIS-Li-Group / OpenFELinks
OpenFE: automated feature generation with expert-level performance
☆847Updated last year
Alternatives and similar repositories for OpenFE
Users that are interested in OpenFE are comparing it to the libraries listed below
Sorting:
- Solution for the Jane Street 2024 Kaggle competition.☆216Updated 6 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…☆288Updated 3 years ago
- This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.☆195Updated 3 years ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆996Updated last year
- Linear Prediction Model with Automated Feature Engineering and Selection Capabilities☆537Updated 3 weeks ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆335Updated last year
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆144Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆215Updated 2 years ago
- [ICLR 2024] Official implementation of "TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting"☆1,870Updated 3 months ago
- A Full-Pipeline Automated Time Series (AutoTS) Analysis Toolkit.☆285Updated 9 months ago
- ☆423Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆171Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆112Updated last year
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆402Updated 7 months ago
- Code for paper "Temporal Relational Ranking for Stock Prediction"☆515Updated 4 years ago
- Use advanced feature engineering strategies and select best features from your data set with a single line of code. Created by Ram Seshad…☆677Updated 11 months ago
- ML models + benchmark for tabular data classification and regression☆322Updated 3 weeks ago
- ☆70Updated last year
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆345Updated last year
- An open source python library for automated feature engineering based on Genetic Programming☆158Updated last month
- Papers for AI + quantitative investment☆134Updated last year
- 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☆143Updated 6 months ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆414Updated 4 months ago
- Benchmark Dataset of Limit Order Book in China Markets☆214Updated 4 years ago
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆341Updated last year
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆96Updated last week
- 升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线☆65Updated last year
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆542Updated 4 years ago
- ☆109Updated 4 years ago
- A Python Package that computes Target Permutation Importances (Null Importances) of a machine learning model.☆15Updated last year