IIIS-Li-Group / OpenFELinks
OpenFE: automated feature generation with expert-level performance
☆835Updated 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.☆205Updated 4 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…☆286Updated 2 years ago
- This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.☆194Updated 3 years ago
- [ICLR 2024] Official implementation of "TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting"☆1,835Updated 2 months ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆313Updated last year
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆926Updated last year
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆140Updated last year
- ☆412Updated last year
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆383Updated 5 months ago
- Linear Prediction Model with Automated Feature Engineering and Selection Capabilities☆535Updated 8 months ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆389Updated 2 months ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆340Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆206Updated 2 years ago
- A Full-Pipeline Automated Time Series (AutoTS) Analysis Toolkit.☆285Updated 8 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆109Updated 11 months ago
- Automated Time Series Forecasting☆1,336Updated last week
- Research on Tabular Deep Learning: Papers & Packages☆1,089Updated last year
- This is the project for deep learning in stock market prediction.☆228Updated 11 months ago
- Astock☆238Updated 2 years ago
- Papers for AI + quantitative investment☆132Updated last year
- Benchmark Dataset of Limit Order Book in China Markets☆214Updated 4 years 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☆124Updated 4 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated 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…☆674Updated 9 months ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆591Updated 2 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆163Updated last year
- ☆195Updated 2 years ago
- Fintech literature, including journal, conference, book and useful links☆99Updated 3 years ago
- ☆90Updated last year
- ML models + benchmark for tabular data classification and regression☆304Updated last week