MingjieWang0606 / MTMD-Public
The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Forecasting".
☆28Updated 9 months ago
Related projects ⓘ
Alternatives and complementary repositories for MTMD-Public
- Reproduce AAAI22-FactorVAE☆55Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆43Updated 5 months ago
- Papers for AI + quantitative investment☆82Updated 2 months ago
- ☆54Updated 2 years ago
- ☆31Updated 8 months ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆45Updated 3 months ago
- ☆24Updated 2 months ago
- ☆49Updated 2 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆25Updated 3 years ago
- 复现AAAI-21-STHAN-SR☆10Updated last year
- Unofficial PyTorch implementation of FactorVAE☆15Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated last year
- ☆10Updated 6 months ago
- A new formulaic alpha mining framework for quantitative investment☆81Updated 2 months ago
- Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergrap…☆38Updated 4 months ago
- Stock factor mining with CNN and GRU.☆41Updated last year
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆90Updated 6 months ago
- ☆44Updated 3 years ago
- PyTorch implementation of FactorVAE☆51Updated this week
- Backtest Framework designed by YuminQuant&Yumin.☆11Updated 3 months ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆69Updated 5 months ago
- Open code for PriceGraph☆68Updated 6 months ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆50Updated 9 months ago
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆15Updated 5 months ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆26Updated 2 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆64Updated 3 years ago
- High frequency factors based on order and trade data.☆32Updated 11 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆86Updated 7 months ago