Ray-gith / FinBERT-base-on-tushare
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。
☆11Updated last year
Related projects ⓘ
Alternatives and complementary repositories for FinBERT-base-on-tushare
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆23Updated 3 years ago
- Unofficial PyTorch implementation of FactorVAE☆15Updated last year
- 基于基因表达式规划算法的因子挖掘☆24Updated 3 years ago
- Multi Task Learning Time Series Momentum☆14Updated 5 months ago
- 基于机器学习的多因子研究框架☆13Updated 4 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 …☆13Updated 5 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated 9 months ago
- ☆10Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆43Updated 3 months ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆11Updated last year
- ☆14Updated 3 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated last year
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆12Updated 4 years ago
- 复现AAAI-21-STHAN-SR☆10Updated last year
- Try to implement Hybrid Attention Net mentioned in 'Listening to Chaotic Whispers'☆11Updated 3 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆40Updated 4 months ago
- ☆49Updated 2 years ago
- my first factor-stock-selecting backtest function☆18Updated 4 years ago
- The NLP News Sentiment Factor Trading Strategy for a Portfolio of S&P 500 Stocks☆12Updated 4 years ago
- 一些研报的复现☆11Updated 6 years ago
- ☆16Updated 2 years ago
- This repository provides a PyTorch implementation of "Trade Forecasting via Efficient Multi-commodity STL Decomposition based Neural Netw…☆13Updated 6 months ago
- ☆31Updated 8 months ago
- Code for PROFIT: Quantitative Day Trading From Natural Language Using Reinforcement Learning at NAACL 2021☆27Updated 3 years ago
- Testing trading signals of commodity futures☆14Updated 4 years ago
- ☆16Updated 7 years ago
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆12Updated last year
- Implementation of (Re-)Imag(in)ing Price Trends☆44Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆21Updated last year