The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Forecasting".
☆34Feb 28, 2025Updated last year
Alternatives and similar repositories for MTMD-Public
Users that are interested in MTMD-Public are comparing it to the libraries listed below
Sorting:
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated last year
- ☆17Feb 1, 2026Updated last month
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆19Sep 24, 2024Updated last year
- ☆20Oct 6, 2025Updated 5 months 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
- ☆30Mar 13, 2024Updated last year
- ☆16Oct 6, 2021Updated 4 years ago
- Open code for PriceGraph☆73May 5, 2024Updated last year
- 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
- ☆18Mar 20, 2022Updated 3 years ago
- ☆25Jan 1, 2025Updated last year
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆100May 16, 2025Updated 9 months ago
- Official implementation of the UMDQN algorithm presented in the scientific research paper entitled "Distributional Reinforcement Learning…☆11Jun 3, 2022Updated 3 years ago
- Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation☆12Mar 7, 2024Updated 2 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years 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
- Time series regime analysis in python☆13Oct 13, 2022Updated 3 years ago
- Testing and implementation of ML algorithms for the analysis of cryptocurrency trends.☆11Feb 20, 2024Updated 2 years ago
- ☆58Feb 7, 2025Updated last year
- Financial time series forecasting with multi-modality graph neural network☆53Jan 14, 2024Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆24May 27, 2021Updated 4 years ago
- A Pytorch implementation of paper "Temporal Relational Ranking for Stock Prediction"☆46Apr 13, 2022Updated 3 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆14Aug 12, 2024Updated last year
- ☆58Oct 29, 2021Updated 4 years ago
- Parameter Efficient Deep Probabilistic Forecasting☆14Jan 8, 2022Updated 4 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics☆14Jul 1, 2022Updated 3 years ago
- ☆15Jan 11, 2021Updated 5 years ago
- repository for accepted paper in BigData 2022 conference☆12Jul 17, 2023Updated 2 years ago
- 这个项目使用tushare中所有的财经快讯新闻（2018年至今）训练了tfhub中预训练模型bert-base-chinese模型，使之更加符合中文的财经新闻语境。☆12Dec 9, 2022Updated 3 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆123May 17, 2024Updated last year
- Notebooks and Code for ML based quant strategies☆11Aug 4, 2025Updated 7 months ago
- ☆17Mar 8, 2023Updated 3 years ago