IIIS-Li-Group / OpenFELinks
OpenFE: automated feature generation with expert-level performance
☆805Updated 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…☆272Updated 2 years ago
- [ICLR 2024] Official implementation of "TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting"☆1,695Updated 2 months ago
- This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.☆196Updated 3 years ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆767Updated 7 months ago
- Solution for the Jane Street 2024 Kaggle competition.☆117Updated 5 months ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆245Updated 10 months ago
- A Full-Pipeline Automated Time Series (AutoTS) Analysis Toolkit.☆279Updated 3 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆130Updated 7 months ago
- Linear Prediction Model with Automated Feature Engineering and Selection Capabilities☆521Updated 3 months ago
- Code for paper "Temporal Relational Ranking for Stock Prediction"☆490Updated 4 years ago
- ML models + benchmark for tabular data classification and regression☆197Updated 3 weeks ago
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆338Updated 3 weeks ago
- A股量化实盘、模拟实盘。本项目基于券商接口，实现小市值策略DEMO在线实盘交易。您可参照本项目轻松实盘您的本地策略 #A股 #量化☆156Updated 2 months ago
- Use advanced feature engineering strategies and select best features from your data set with a single line of code. Created by Ram Seshad…☆657Updated 4 months ago
- Research on Tabular Deep Learning: Papers & Packages☆1,014Updated 8 months ago
- This is the project for deep learning in stock market prediction.☆225Updated 6 months ago
- Mining technical factors based on symbolic regression via genetic algorithm☆185Updated 2 years ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆331Updated 6 months ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆309Updated last year
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆304Updated last year
- Papers for AI + quantitative investment☆121Updated 10 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☆38Updated 3 months ago
- [PVLDB 2024 Best Paper Nomination] TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods☆900Updated last week
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆152Updated last year
- FOST is a general forecasting tool, which demonstrate our experience and advanced technology in practical forecasting domains, including …☆261Updated 2 years ago
- ☆180Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆98Updated 6 months ago
- Benchmark Dataset of Limit Order Book in China Markets☆208Updated 4 years ago
- Recurrent Neural Network for predicting Stock Returns☆121Updated 3 years ago
- An open source python library for automated feature engineering based on Genetic Programming☆146Updated 2 months ago