TongjiFinLab / awesome-time-series-forecastingLinks
Awesome time series forecasting papers and codes
☆126Updated this week
Alternatives and similar repositories for awesome-time-series-forecasting
Users that are interested in awesome-time-series-forecasting are comparing it to the libraries listed below
Sorting:
- FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting☆75Updated last week
- ☆65Updated 2 years ago
- Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergrap…☆1Updated 11 months ago
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆332Updated last month
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆128Updated 6 months ago
- ☆27Updated last year
- Papers for AI + quantitative investment☆120Updated 9 months ago
- Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction☆86Updated last year
- ☆69Updated last year
- ☆47Updated 4 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆98Updated 6 months ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆71Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated 3 months ago
- PyTorch implementation of FactorVAE☆68Updated 7 months ago
- Reproduce AAAI22-FactorVAE☆63Updated last year
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆328Updated 5 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆112Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆79Updated last month
- Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://a…☆98Updated 11 months ago
- The code of PEN: Prediction-Explanation Network to Forecast Stock Price Movement with Better Explainability☆23Updated 2 years ago
- ☆85Updated 7 months ago
- Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks☆129Updated 3 years ago
- Relational Temporal Graph Convolutional Network for Ranking-based Stock Prediction☆46Updated 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…☆55Updated 2 months ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆225Updated 9 months ago
- Open code for PriceGraph☆71Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆60Updated 10 months ago
- ☆213Updated 9 months ago
- Financial time series forecasting with multi-modality graph neural network☆46Updated last year
- PyTorch Implementation of FinMamba☆33Updated 4 months ago