Ray-gith / FinBERT-base-on-tushareLinks
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。
☆12Updated 2 years ago
Alternatives and similar repositories for FinBERT-base-on-tushare
Users that are interested in FinBERT-base-on-tushare are comparing it to the libraries listed below
Sorting:
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆25Updated 4 years ago
- Try to implement Hybrid Attention Net mentioned in 'Listening to Chaotic Whispers'☆11Updated 4 years ago
- We apply from rule-based approach to BERT for a sentiment analysis task on financial texts.☆12Updated 3 years ago
- Unofficial PyTorch implementation of FactorVAE☆18Updated 2 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆53Updated 3 years ago
- 一些研报的复现☆12Updated 6 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- ☆12Updated 3 years ago
- 多因子选股框架☆23Updated 4 years ago
- TensorFlow implementation of Z. Hu et al. "Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predict…☆29Updated 9 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☆34Updated 2 years ago
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆12Updated last year
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆10Updated 9 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated 3 months ago
- ☆16Updated 3 years ago
- A dataset of financial news is used to fine-tune BERT in order to extract investment opportunities.☆26Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- 多因子打分选股☆13Updated 3 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆60Updated 9 months ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated 2 years ago
- Code for PROFIT: Quantitative Day Trading From Natural Language Using Reinforcement Learning at NAACL 2021☆27Updated 3 years ago
- ☆18Updated 3 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆16Updated this week
- ☆49Updated 3 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 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
- 基于金融知识图谱和情感分析的股价预测模型☆18Updated 3 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆29Updated 4 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago