PyTorch Implementation of "FinMamba: Market-Aware Graph Enhanced Multi-Level Mamba for Stock Movement Prediction" (KDD 2026 Workshop Oral)
☆63Jun 23, 2026Updated 2 months ago
Alternatives and similar repositories for FinMamba
Users that are interested in FinMamba are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This is code for Multi-period Learning for Financial Time Series Forecasting (MLF, published in KDD 2025), which incorporates multiple in…☆36Jun 8, 2026Updated 2 months ago
- This is the implementation of the paper "Pre-training Time Series Models with Stock Data Customization"☆48May 30, 2025Updated last year
- PyTorch Implementation of "TimeFilter: Patch-Specific Spatial-Temporal Graph Filtration for Time Series Forecasting" (ICML 2025)☆120Jun 27, 2025Updated last year
- ☆22Sep 6, 2025Updated 11 months ago
- ☆19Jan 7, 2025Updated last year
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- [ICML 2026] Official PyTorch implementation of From Observations to States: Latent Time Series Forecasting☆28May 23, 2026Updated 3 months ago
- Awesome time series forecasting papers and codes☆308Jun 2, 2026Updated 3 months ago
- ☆76Nov 16, 2022Updated 3 years ago
- PyTorch Implementation of "Bridging Past and Future: Distribution-Aware Alignment for Time Series Forecasting" (ICLR 2026)☆28Jun 10, 2026Updated 2 months ago
- PyTorch Implementation of "Adaptive Multi-Scale Decomposition Framework for Time Series Forecasting" (AAAI 2025)☆139Mar 19, 2025Updated last year
- PyTorch Implementation of "FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting" (FCS & ICAIF 2025 Works…☆130Aug 22, 2025Updated last year
- 强化学习进行量化金融☆44Jul 20, 2022Updated 4 years ago
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆528Jun 26, 2025Updated last year
- This is the official implementation of CIKM 2025 FinCast Financial Time series foundation model☆131Jun 22, 2026Updated 2 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆29Jan 1, 2025Updated last year
- Official implementation of Multi-relational graph diffusion neural network with parallel retention for stock trends classification. In IC…☆18May 12, 2026Updated 3 months ago
- Accepted at WWW 25 Industrial Track (oral)☆18Jun 6, 2025Updated last year
- [AAAI 2026] Towards Non-Stationary Time Series Forecasting with Temporal Stabilization and Frequency Differencing☆47Jan 27, 2026Updated 7 months ago
- Official implementation of "DDN: Dual-domain Dynamic Normalization for Non-stationary Time Series Forecasting" (NeurIPS 2024)☆26Oct 28, 2024Updated last year
- Highlights: (1) Hierarchical gating integrates market sentiment extracted from news. (2) Stock parameter-sharing Mamba models temporal d…☆26Nov 29, 2025Updated 9 months ago
- [ICML 2025 Spotlight] K²VAE: A Koopman-Kalman Enhanced Variational AutoEncoder for Probabilistic Time Series Forecasting☆57Jul 31, 2025Updated last year
- ☆71Feb 7, 2025Updated last year
- This repository hosts the code for the SAMBA model, proposed in our IEEE ICASSP paper "Mamba Meets Financial Markets: A Graph-Mamba Appro…☆132May 1, 2026Updated 4 months ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- ☆94Nov 22, 2024Updated last year
- Official implementation of "TimeBridge: Non-Stationarity Matters for Long-term Time Series Forecasting" (ICML 2025)☆219May 16, 2025Updated last year
- ☆19Jan 17, 2025Updated last year
- for the realization of TDformer in the paper "First De-Trend then Attend: Rethinking Attention for Time-Series Forecasting", thank you ve…☆37Apr 17, 2023Updated 3 years ago
- ☆10Dec 18, 2023Updated 2 years ago
- The paper list of "The Landscape of Agentic Time Series Systems: Architectures, Reliability, and Frontiers."☆248Updated this week
- FinGAT: A Financial Graph Attention Networkto Recommend Top-K Profitable Stocks☆135Jul 6, 2021Updated 5 years ago
- Official implementation of paper: LiNo: Advancing Recursive Residual Decomposition of Linear and Nonlinear Patterns for Robust Time Serie…☆18Dec 19, 2025Updated 8 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆33Jul 15, 2026Updated last month
- ☆36May 20, 2024Updated 2 years ago
- Code For Paper "Bridging the Spectrum Gap: Mid‑Frequency Augmentation and Key‑Frequency Mining for Multivariate Time Series"☆15Nov 19, 2025Updated 9 months ago
- A unified framework for financial forecasting, integrating high-quality datasets and standardized evaluation tools. Supports easy compari…☆21Sep 17, 2025Updated 11 months ago
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆374Mar 19, 2024Updated 2 years ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆424Sep 1, 2024Updated 2 years ago
- Official implementation for "CASA: CNN Autoencoder-based Score Attention for Efficient Multivariate Long-term Time-series Forecasting" (I…☆27May 6, 2025Updated last year