Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network
☆15Feb 25, 2025Updated last year
Alternatives and similar repositories for IndexGAN
Users that are interested in IndexGAN are comparing it to the libraries listed below
Sorting:
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆19Sep 24, 2024Updated last year
- Stock Price Prediction☆20Sep 20, 2024Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Feb 28, 2025Updated last year
- ☆16Oct 6, 2021Updated 4 years ago
- ☆20Oct 6, 2025Updated 4 months ago
- Open code for PriceGraph☆73May 5, 2024Updated last year
- ☆17Feb 1, 2026Updated last month
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆100May 16, 2025Updated 9 months ago
- ☆11Nov 13, 2025Updated 3 months ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Dec 6, 2022Updated 3 years ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Jul 15, 2020Updated 5 years ago
- Testing and implementation of ML algorithms for the analysis of cryptocurrency trends.☆11Feb 20, 2024Updated 2 years ago
- An end-to-end stock factors mining neural network framework.☆54Jun 27, 2023Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆11Mar 12, 2021Updated 4 years ago
- VMD-MFRFNN☆57Oct 7, 2023Updated 2 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Parameter Efficient Deep Probabilistic Forecasting☆14Jan 8, 2022Updated 4 years ago
- ☆15Jan 11, 2021Updated 5 years ago
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆14Aug 12, 2024Updated last year
- A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics☆14Jul 1, 2022Updated 3 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- ☆17Mar 8, 2023Updated 2 years ago
- ☆24May 1, 2025Updated 10 months ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 2 years ago
- ☆22Jul 19, 2022Updated 3 years ago
- This is a tensorflow-keras implementation of our paper "Attention Based Dynamic Graph Learning Framework for Asset Pricing"☆14Dec 13, 2021Updated 4 years ago
- Contains the implementation of the EDAIN and EDAIN-KL methods proposed in our paper. The research was also part of the thesis I wrote as …☆16Feb 19, 2024Updated 2 years ago
- Code for Spatiotemporal Hypergraph Convolution Network for Stock Movement Forecasting☆43Jun 13, 2021Updated 4 years ago
- The source code of paper "Multi-step-ahead Prediction from Short-term Data by Delay-Embedding-based Forecast Machine"☆19Aug 18, 2024Updated last year
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆20Sep 29, 2023Updated 2 years ago
- Blaze☆17Jun 19, 2021Updated 4 years ago
- Spitzers Architecture School Urban Lab for Unit 26. This repository explores designing and codifying urban systems from the bottom up in …☆14Mar 29, 2022Updated 3 years ago
- ☆110Jun 8, 2021Updated 4 years ago
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆17Jun 2, 2024Updated last year
- Source code of FDNet: Focal Decomposed Network for Efficient, Robust and Practical Time Series Forecasting☆14Mar 6, 2024Updated last year
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆123May 17, 2024Updated last year
- Original code for the paper "Learning Goal-Conditioned Policies Offline with Self-Supervised Reward Shaping" by Mezghani et al.☆18Jun 8, 2023Updated 2 years ago