Papers for AI + quantitative investment
☆144Sep 12, 2024Updated last year
Alternatives and similar repositories for Quant-Reading-List
Users that are interested in Quant-Reading-List are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆367Mar 19, 2024Updated 2 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆115Dec 25, 2024Updated last year
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆467Sep 29, 2025Updated 9 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆149Dec 12, 2024Updated last year
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆506Jun 26, 2025Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- The official implementation of AAAI'24 paper: Self-Interpretable Graph Learning with Sufficient and Necessary Explanations.☆16Jan 29, 2024Updated 2 years ago
- ☆76Nov 16, 2022Updated 3 years ago
- ☆71Feb 27, 2024Updated 2 years ago
- The official implementation of LIFT (ICLR'24). Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Lead…☆94Oct 28, 2024Updated last year
- ☆69Jun 16, 2024Updated 2 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆206Jul 2, 2024Updated 2 years ago
- ☆59Oct 29, 2021Updated 4 years ago
- ☆177May 21, 2023Updated 3 years ago
- K-Quant: A Platform of Temporal Financial Knowledge-enhanced Quantitative Investment☆83Dec 6, 2025Updated 7 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- This repository hosts my reading notes for academic papers.☆110Jul 26, 2021Updated 4 years ago
- Alpha,deap,数字货币☆14Dec 9, 2020Updated 5 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆109May 16, 2025Updated last year
- A collection and review of top CS conference papers in AI for Finance☆81Nov 24, 2024Updated last year
- ☆32Mar 13, 2024Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆135Apr 26, 2020Updated 6 years ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆1,143Jun 4, 2026Updated last month
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆127May 17, 2024Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆37Sep 1, 2021Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆352May 6, 2024Updated 2 years ago
- A Pytorch implementation of paper "Temporal Relational Ranking for Stock Prediction"☆46Apr 13, 2022Updated 4 years ago
- ☆144Jul 19, 2024Updated last year
- 量化机器学习/深度学习模型(Model Zoo);Alpha 因子(Factor Zoo); 量化资源以及相关论文代码☆221Jul 24, 2025Updated 11 months ago
- ☆40Jun 13, 2023Updated 3 years ago
- ☆29Jan 1, 2025Updated last year
- ☆70Feb 7, 2025Updated last year
- ☆12Jul 19, 2020Updated 5 years ago
- The source code for the paper☆28Jul 3, 2023Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- High frequency factors based on order and trade data.☆75Dec 16, 2023Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆93Feb 25, 2024Updated 2 years ago
- PyTorch implementation of FactorVAE☆101Nov 21, 2024Updated last year
- A Large-scale Hierarchical Dynamic Financial Knowledge Base☆52Jul 3, 2024Updated 2 years ago
- Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019☆187Sep 7, 2019Updated 6 years ago
- ☆93Nov 22, 2024Updated last year
- Papers for LLM and foundation models for time series analytics☆47Oct 15, 2024Updated last year