MingjieWang0606 / MTMD-Public
The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Forecasting".
☆28Updated last month
Alternatives and similar repositories for MTMD-Public:
Users that are interested in MTMD-Public are comparing it to the libraries listed below
- ☆64Updated 2 years ago
- Reproduce AAAI22-FactorVAE☆59Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆58Updated 8 months ago
- ☆48Updated 4 years ago
- ☆49Updated 3 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆70Updated 9 months ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- ☆30Updated 3 months ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- Implementation of (Re-)Imag(in)ing Price Trends☆68Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆78Updated 10 months ago
- ☆50Updated last year
- PyTorch implementation of FactorVAE☆63Updated 4 months ago
- ☆41Updated 2 months ago
- ☆27Updated last year
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆103Updated 11 months ago
- Open code for PriceGraph☆70Updated 11 months ago
- Blaze☆14Updated 3 years ago
- Financial Time Series Benchmark (FinTSB): A Comprehensive and Practical Benchmark for Financial Time Series Forecasting☆37Updated last month
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆23Updated 3 years ago
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆16Updated 10 months ago
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆13Updated 2 months ago
- ☆41Updated last year
- An end-to-end stock factors mining neural network framework.☆32Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆93Updated 3 months ago
- ☆21Updated last year
- Multi Task Learning Time Series Momentum☆20Updated 10 months ago
- ☆12Updated 5 months ago
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago