TongjiFinLab / awesome-time-series-forecastingLinks
Awesome time series forecasting papers and codes
☆221Updated 3 months ago
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:
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆402Updated 7 months ago
- FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting☆118Updated 5 months ago
- Papers for AI + quantitative investment☆134Updated last year
- ☆76Updated 3 years ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆144Updated last year
- PyTorch implementation of FactorVAE☆91Updated last year
- PyTorch Implementation of FinMamba☆50Updated 7 months ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆416Updated 4 months ago
- This repository hosts the code for the SAMBA model, proposed in our IEEE ICASSP paper "Mamba Meets Financial Markets: A Graph-Mamba Appro…☆110Updated 2 weeks ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆112Updated last year
- Reproduce AAAI22-FactorVAE☆70Updated 2 years ago
- Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction☆110Updated last year
- Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://a…☆104Updated last year
- ☆69Updated last year
- ☆58Updated 11 months ago
- Relational Temporal Graph Convolutional Network for Ranking-based Stock Prediction☆49Updated 4 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Updated 11 months ago
- Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks☆133Updated 3 years ago
- This is the project for deep learning in stock market prediction.☆230Updated last year
- The code of PEN: Prediction-Explanation Network to Forecast Stock Price Movement with Better Explainability☆26Updated 2 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆58Updated 4 years ago
- FNSPID: A Comprehensive Financial News Dataset in Time Series☆353Updated 6 months ago
- Financial time series forecasting with multi-modality graph neural network☆52Updated 2 years ago
- ☆24Updated last year
- ☆92Updated last year
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆345Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆97Updated 8 months ago
- This is the implementation of the paper "Pre-training Time Series Models with Stock Data Customization"☆39Updated 8 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆123Updated last year
- Code release for "Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models" https://arxiv.org/abs/2…☆168Updated last year