MuuYesen / Stock_Trend_FinbertLinks
For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise
☆25Updated 4 years ago
Alternatives and similar repositories for Stock_Trend_Finbert
Users that are interested in Stock_Trend_Finbert are comparing it to the libraries listed below
Sorting:
- 利用Wind API更新周频与月频因子☆12Updated 5 years ago
- 多因子选股框架☆24Updated 4 years ago
- 一些研报的复现☆13Updated 6 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆16Updated 6 years ago
- 金融研报分析小助手☆46Updated 2 years ago
- 基于QFactor模型的A股实证研究☆19Updated 5 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆80Updated 2 months ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆29Updated 4 years ago
- 基于聚宽平台，探索分钟级的高频交易☆34Updated 5 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆16Updated 2 years ago
- 获取经典的量化多因子模型数据☆80Updated 3 years ago
- 多因子打分选股☆13Updated 3 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- ☆48Updated 5 months ago
- TensorFlow implementation of Z. Hu et al. "Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predict…☆29Updated 10 months ago
- Using past price data and sentiment analysis from news and other documents to predict the S&P500 index using a LSTM RNN. Idea replicated …☆32Updated last year
- ☆28Updated last year
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- ☆52Updated 3 years ago
- 多因子模型相关☆22Updated 4 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆29Updated 4 months ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- ☆32Updated 6 months ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆44Updated 5 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Updated 2 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆114Updated last year
- 金融计量 基于协整的配对交易☆12Updated 3 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Updated 4 years ago