RichardS0268 / CNN-for-Trading
Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
☆43Updated 3 months ago
Related projects ⓘ
Alternatives and complementary repositories for CNN-for-Trading
- Implementation of (Re-)Imag(in)ing Price Trends☆45Updated 2 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆68Updated 4 months ago
- A new formulaic alpha mining framework for quantitative investment☆80Updated 2 months 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
- Implemented some mathematical processings used in the Barra risk model☆25Updated last year
- 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☆26Updated 2 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated last year
- 一个基于中国市场的Fama-French五因子实证研究☆32Updated 2 years ago
- Machine learning methods for identifing investment factors☆14Updated 3 years ago
- This repository hosts my reading notes for academic papers.☆76Updated 3 years ago
- Stock factor mining with CNN and GRU.☆41Updated last year
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆38Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆25Updated 3 years ago
- Machine learning methods for identifing investment factors☆17Updated 2 years ago
- Reproduce AAAI22-FactorVAE☆55Updated last year
- 因子回测框架☆91Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆78Updated 3 years ago
- 多因子模型相关☆21Updated 3 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆43Updated 4 months ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆56Updated 3 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆31Updated 8 months ago
- PyTorch implementation of FactorVAE☆51Updated 2 months ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 6 years ago
- Equity return and characteristics of China A-Share market☆13Updated 11 months ago
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆54Updated 9 months ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆106Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆55Updated 2 years ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆102Updated 10 months ago
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆15Updated 5 months ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆57Updated 3 years ago