IIIS-Li-Group / OpenFE
OpenFE: automated feature generation with expert-level performance
☆785Updated 5 months ago
Related projects ⓘ
Alternatives and complementary repositories for OpenFE
- [ICLR 2024] Official implementation of "TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting"☆1,314Updated 3 weeks ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆504Updated last year
- 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
- This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.☆233Updated 2 years ago
- A Full-Pipeline Automated Time Series (AutoTS) Analysis Toolkit.☆266Updated 4 months ago
- Linear Prediction Model with Automated Feature Engineering and Selection Capabilities☆501Updated last month
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆103Updated 7 months ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆201Updated last month
- An extension of LightGBM to probabilistic modelling☆276Updated 5 months ago
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆169Updated last month
- Research on Tabular Deep Learning: Papers & Packages☆903Updated last week
- Mining technical factors based on symbolic regression via genetic algorithm☆158Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆86Updated 7 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☆194Updated 4 months ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆437Updated 5 years ago
- (NeurIPS 2021) Revisiting Deep Learning Models for Tabular Data☆213Updated last week
- ☆151Updated last year
- Code for paper "Temporal Relational Ranking for Stock Prediction"☆446Updated 3 years ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆240Updated 6 months ago
- Scripts and doc for https://www.dolthub.com/repositories/chenditc/investment_data☆291Updated this week
- Use advanced feature engineering strategies and select best features from your data set with a single line of code. Created by Ram Seshad…☆591Updated 6 months ago
- Fintech literature, including journal, conference, book and useful links☆88Updated 2 years ago
- Implementation of TabTransformer, attention network for tabular data, in Pytorch☆813Updated 11 months ago
- Code release for "Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting" (NeurIPS 2022), https://arxiv.org/a…☆477Updated 3 months ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆115Updated 4 months ago
- Papers for AI + quantitative investment☆82Updated 2 months ago
- ☆46Updated 7 months ago
- Unofficial implementation of iTransformer - SOTA Time Series Forecasting using Attention networks, out of Tsinghua / Ant group☆445Updated 6 months ago
- ☆98Updated 3 years ago
- PyTorch code for Learning Deep Time-index Models for Time Series Forecasting (ICML 2023)☆352Updated 10 months ago