☆173May 21, 2023Updated 2 years ago
Alternatives and similar repositories for Quantitative-finance-papers-using-deep-learning
Users that are interested in Quantitative-finance-papers-using-deep-learning are comparing it to the libraries listed below
Sorting:
- This repository hosts my reading notes for academic papers.☆98Jul 26, 2021Updated 4 years ago
- Papers for AI + quantitative investment☆138Sep 12, 2024Updated last year
- 致力于多因子,AI策略,可盈利模型的研究☆13Apr 14, 2023Updated 2 years ago
- MA4128 Github Assessment☆10Dec 12, 2021Updated 4 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Apr 21, 2020Updated 5 years ago
- PhD 403: Empirical Asset Pricing☆28Dec 3, 2018Updated 7 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- Official implementation of "Proactive Model Adaptation Against Concept Drift for Online Time Series Forecasting" (KDD'25), a novel online…☆56Dec 25, 2025Updated 2 months ago
- เกมส์: ตำนานนครากลับฟ้า - วัฏจักรกาล☆17Sep 18, 2025Updated 6 months ago
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- 利用Wind API更新周频与月频因子☆12Sep 3, 2019Updated 6 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆148Jul 17, 2021Updated 4 years ago
- ☆21Jul 11, 2023Updated 2 years ago
- A curated list of practical financial machine learning tools and applications.☆8,453Jan 3, 2025Updated last year
- ☆25Apr 23, 2020Updated 5 years ago
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆24Dec 26, 2020Updated 5 years ago
- Applying NLP framework to 10-K filings in equity markets☆14Jul 26, 2021Updated 4 years ago
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆351Mar 19, 2024Updated 2 years ago
- Deep learning for forecasting company fundamental data☆141Jul 23, 2019Updated 6 years ago
- https://arxiv.org/abs/1805.01104☆123Dec 2, 2020Updated 5 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆23Jul 17, 2022Updated 3 years ago
- Financial Machine Learning☆151Jun 21, 2019Updated 6 years ago
- ☆22Jan 20, 2024Updated 2 years ago
- This project aims to select a supervised algorithm that can predict stock prices basing on historical data and use the predictor generate…☆19Dec 15, 2018Updated 7 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Apr 6, 2020Updated 5 years ago
- ☆14Jun 21, 2019Updated 6 years ago
- Applying Deep Learning and NLP in Quantitative Trading☆112Jan 31, 2019Updated 7 years ago
- A stl-map-like container implemented with skiplist.☆11Aug 31, 2016Updated 9 years ago
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆441Jun 26, 2025Updated 8 months ago
- The official implementation of AAAI'24 paper: Self-Interpretable Graph Learning with Sufficient and Necessary Explanations.☆15Jan 29, 2024Updated 2 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆266Nov 24, 2022Updated 3 years ago
- A dataset of financial news is used to fine-tune BERT in order to extract investment opportunities.☆28May 10, 2021Updated 4 years ago
- A compiler, optimizer and executor for financial expressions and factors☆260Dec 28, 2025Updated 2 months ago
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆21Apr 29, 2020Updated 5 years ago
- ☆50Aug 1, 2023Updated 2 years ago
- Fintech literature, including journal, conference, book and useful links☆100Aug 27, 2022Updated 3 years ago
- The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Infor…☆291Jan 13, 2023Updated 3 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆87Feb 25, 2024Updated 2 years ago
- On-going project: I will be implementing a combination of pairs trading strategies in attempt to see which type performs best after backt…☆14Jul 20, 2024Updated last year