TCtobychen / ListFoldLinks
โ53Updated 4 years ago
Alternatives and similar repositories for ListFold
Users that are interested in ListFold are comparing it to the libraries listed below
Sorting:
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategiesโ81Updated last year
- ๐๐จ Deep Momentum Networks for Time Series Strategiesโ124Updated 5 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Preโฆโ48Updated 7 months ago
- Custom Loss functions for asset return prediction with deep learning regressionโ35Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention networkโ81Updated 3 months ago
- โ53Updated 3 years ago
- โ203Updated 2 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'โ58Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.โ50Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Scienceโ87Updated 2 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assetsโ77Updated 8 months ago
- Official Implementation of SimStock : Representation Model for Stock Similaritiesโ84Updated last year
- Multi Task Learning Time Series Momentumโ23Updated last year
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarโฆโ128Updated last year
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategyโ63Updated 4 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Foโฆโ29Updated 5 months ago
- ๅบไบๅบๅ ่กจ่พพๅผ่งๅ็ฎๆณ็ๅ ๅญๆๆโ31Updated 3 years ago
- Reproduce AAAI22-FactorVAEโ67Updated last year
- This repository hosts my reading notes for academic papers.โ88Updated 4 years ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgbโ45Updated 3 years ago
- โ22Updated last year
- Gerber robust statistics for portfolio optimizationโ59Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trendsโ63Updated last year
- Literature survey of order execution strategies implemented in pythonโ44Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.โ87Updated 4 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposesโ72Updated 4 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. ๐ค๐โ105Updated last year
- Notes on Advances in Financial Machine Learningโ80Updated 6 years ago
- Implementation of (Re-)Imag(in)ing Price Trendsโ73Updated 3 years ago
- DCC GARCH modeling in Pythonโ96Updated 5 years ago