FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting
☆120Aug 22, 2025Updated 6 months ago
Alternatives and similar repositories for FinTSB
Users that are interested in FinTSB are comparing it to the libraries listed below
Sorting:
- Awesome time series forecasting papers and codes☆224Oct 18, 2025Updated 4 months ago
- ☆34May 20, 2024Updated last year
- PyTorch Implementation of FinMamba☆51Jun 27, 2025Updated 8 months ago
- ☆92Nov 22, 2024Updated last year
- Reproduce AAAI22-FactorVAE☆70Sep 18, 2023Updated 2 years ago
- Interbank Risk Rating: Datasets and Methods☆23Feb 2, 2025Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆345Sep 1, 2024Updated last year
- ☆53May 20, 2025Updated 9 months ago
- ☆43Oct 17, 2025Updated 4 months ago
- Accepted at WWW 25 Industrial Track (oral)☆18Jun 6, 2025Updated 8 months ago
- PyTorch Implementation of "TimeFilter: Patch-Specific Spatial-Temporal Graph Filtration for Time Series Forecasting" (ICML 2025)☆97Jun 27, 2025Updated 8 months ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆35Dec 6, 2023Updated 2 years ago
- PyTorch Implementation of "Adaptive Multi-Scale Decomposition Framework for Time Series Forecasting" (AAAI2025)☆122Mar 19, 2025Updated 11 months ago
- factor performance visualization☆49Oct 23, 2025Updated 4 months ago
- Financial Prior-Data Fitted Network (regression)☆20Dec 12, 2025Updated 2 months ago
- ☆57Feb 7, 2025Updated last year
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆426Jun 26, 2025Updated 8 months ago
- ☆10Dec 18, 2023Updated 2 years ago
- [ICML 2025 Spotlight] K²VAE: A Koopman-Kalman Enhanced Variational AutoEncoder for Probabilistic Time Series Forecasting☆48Jul 31, 2025Updated 7 months ago
- ☆77Nov 16, 2022Updated 3 years ago
- ☆58Oct 29, 2021Updated 4 years ago
- Experiments on the self-hosting c4 compiler, with the goal to implement a nicer Lisp-style virtual machine☆15Mar 3, 2020Updated 5 years ago
- ☆24Nov 7, 2025Updated 3 months ago
- ☆20Sep 6, 2025Updated 5 months ago
- a Lisp-like functional language with flexible suspension and resumption☆15Aug 17, 2025Updated 6 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆100May 16, 2025Updated 9 months ago
- This is the official implementation of CIKM 2025 FinCast Financial Time series foundation model☆95Dec 12, 2025Updated 2 months ago
- Papers for AI + quantitative investment☆136Sep 12, 2024Updated last year
- repository for Unbiased Gradient Boosting Decision Tree with Unbiased Feature Importance☆30Jun 12, 2023Updated 2 years ago
- Awesome Graph-based Financial Fraud Detection Papers and Codes☆39Mar 17, 2025Updated 11 months ago
- The official repository for paper Evaluating Financial Relational Graphs: Interpretation Before Prediction☆20Jan 2, 2026Updated last month
- ☆20Dec 9, 2025Updated 2 months ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆426Sep 29, 2025Updated 5 months ago
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit O…☆115Updated this week
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆58Aug 17, 2021Updated 4 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆67Mar 19, 2023Updated 2 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Feb 28, 2025Updated last year
- A股订单簿工具,使用逐笔行情进行订单簿重建、千档快照发布、各档委托队列展示等,包括python模型和FPGA HLS实现。☆354Jan 15, 2024Updated 2 years ago
- Official Code of TESTAM: A Time-Enhanced Spatio-Temporal Attention Model with Mixture of Experts☆65Aug 13, 2024Updated last year