TongjiFinLab / awesome-financial-time-series-forecasting
Awesome financial time series forecasting papers and codes
☆94Updated last month
Alternatives and similar repositories for awesome-financial-time-series-forecasting:
Users that are interested in awesome-financial-time-series-forecasting are comparing it to the libraries listed below
- ☆65Updated 2 years ago
- Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction☆82Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated 2 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆93Updated 4 months ago
- Reproduce AAAI22-FactorVAE☆60Updated last year
- PyTorch implementation of FactorVAE☆66Updated 5 months ago
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆309Updated 5 months ago
- Relational Temporal Graph Convolutional Network for Ranking-based Stock Prediction☆42Updated 3 years ago
- Financial time series forecasting with multi-modality graph neural network☆43Updated last year
- ☆42Updated 3 months ago
- Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks☆128Updated 3 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆106Updated 11 months ago
- Financial Time Series Benchmark (FinTSB): A Comprehensive and Practical Benchmark for Financial Time Series Forecasting☆57Updated last week
- Papers for AI + quantitative investment☆114Updated 7 months ago
- Open code for PriceGraph☆71Updated last year
- ☆103Updated 3 years ago
- This repository hosts the code for the SAMBA model, proposed in our IEEE ICASSP paper "Mamba Meets Financial Markets: A Graph-Mamba Appro…☆50Updated last month
- ☆69Updated 10 months ago
- Stock Movement Prediction Based on Bi-typed Hybrid-relational Market Knowledge Graph via Dual Attention Networks☆51Updated 3 years ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆124Updated 4 months ago
- ☆24Updated 11 months ago
- Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://a…☆96Updated 10 months ago
- ☆49Updated 3 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆53Updated 3 years ago
- A Pytorch implementation of paper "Temporal Relational Ranking for Stock Prediction"☆45Updated 3 years ago
- ☆54Updated last year
- The code of PEN: Prediction-Explanation Network to Forecast Stock Price Movement with Better Explainability☆23Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆71Updated 10 months ago
- ☆19Updated 3 years ago
- PyTorch Implementation of FinMamba☆31Updated 2 months ago