IIIS-Li-Group / OpenFE
OpenFE: automated feature generation with expert-level performance
☆781Updated 5 months ago
Related projects ⓘ
Alternatives and complementary repositories for OpenFE
- This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.☆233Updated 2 years ago
- [ICLR 2024] Official implementation of "TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting"☆1,281Updated last week
- The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Infor…☆241Updated last year
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆497Updated 11 months ago
- Linear Prediction Model with Automated Feature Engineering and Selection Capabilities☆500Updated last month
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆164Updated 3 weeks ago
- A Full-Pipeline Automated Time Series (AutoTS) Analysis Toolkit.☆265Updated 4 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆102Updated 6 months ago
- (NeurIPS 2021) Revisiting Deep Learning Models for Tabular Data☆213Updated 5 months ago
- A Tree based feature selection tool which combines both the Boruta feature selection algorithm with shapley values.☆582Updated 8 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☆191Updated 4 months ago
- 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☆53Updated 9 months ago
- A new formulaic alpha mining framework for quantitative investment☆79Updated 2 months ago
- Bayesian optimisation & Reinforcement Learning library developed by Huawei Noah's Ark Lab☆3,282Updated last week
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆114Updated 4 months ago
- Research on Tabular Deep Learning: Papers & Packages☆894Updated last week
- Mining technical factors based on symbolic regression via genetic algorithm☆155Updated 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…☆590Updated 6 months ago
- A full pipeline AutoML tool for tabular data☆336Updated 4 months ago
- Recurrent Neural Network for predicting Stock Returns☆113Updated 3 years ago
- 改进gplearn,主要使用在股票公式挖掘☆90Updated 4 years ago
- This is the project for deep learning in stock market prediction.☆211Updated last year
- Papers for AI + quantitative investment☆80Updated 2 months ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆194Updated last month
- [PVLDB 2024 Best Paper Nomination] TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods☆311Updated last week
- ☆98Updated 3 years ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆238Updated 6 months ago
- An open source python library for automated feature engineering based on Genetic Programming☆136Updated 4 months ago
- 对GPLearn完成了三维改造,并且增加了IC,IR,RankIC等指 标,增加了样本内样本外的数据保存,增加了基于IC追踪所有generation中符合要求的因子并保存的功能。☆111Updated last year
- ☆149Updated last year