SJTU-DMTai / Quant-Reading-List
Papers for AI + quantitative investment
☆82Updated 2 months ago
Related projects ⓘ
Alternatives and complementary repositories for Quant-Reading-List
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆103Updated 7 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆86Updated 7 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
- ☆54Updated 2 years ago
- Fintech literature, including journal, conference, book and useful links☆88Updated 2 years ago
- Reproduce AAAI22-FactorVAE☆55Updated last year
- ☆49Updated 2 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆115Updated 4 months ago
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆120Updated 8 months ago
- ☆31Updated 8 months ago
- A curated list of time series prediction resources.☆53Updated 2 years ago
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆169Updated last month
- Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks☆123Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆45Updated 3 months ago
- PyTorch implementation of FactorVAE☆51Updated this week
- ☆98Updated 3 years ago
- ☆83Updated last year
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆202Updated last month
- Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergrap…☆38Updated 4 months ago
- Implementation of Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts☆24Updated 2 years ago
- Open code for PriceGraph☆68Updated 6 months ago
- Implementation of (Re-)Imag(in)ing Price Trends☆45Updated 2 years ago
- A new formulaic alpha mining framework for quantitative investment☆81Updated 2 months ago
- Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://a…☆80Updated 4 months ago
- A Pytorch implementation of paper "Temporal Relational Ranking for Stock Prediction"☆42Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆69Updated 5 months ago
- Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019☆167Updated 5 years ago
- repository for Unbiased Gradient Boosting Decision Tree with Unbiased Feature Importance☆27Updated last year
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆50Updated 9 months ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆68Updated 4 months ago