TradeMaster-NTU / fintech-literatureLinks
Fintech literature, including journal, conference, book and useful links
☆99Updated 3 years ago
Alternatives and similar repositories for fintech-literature
Users that are interested in fintech-literature are comparing it to the libraries listed below
Sorting:
- Papers for AI + quantitative investment☆132Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆110Updated last year
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆143Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆166Updated last year
- ☆114Updated 2 years ago
- ☆54Updated 3 years ago
- ☆109Updated 4 years ago
- Official implementation of PRUDEX-Compass☆52Updated 2 years ago
- ☆74Updated 3 years ago
- ☆70Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆69Updated 4 months ago
- Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019☆183Updated 6 years ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆49Updated 4 years ago
- ☆136Updated last year
- Implementation of (Re-)Imag(in)ing Price Trends☆84Updated 3 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆131Updated 2 years ago
- ☆127Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 3 years ago
- ☆57Updated 11 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Updated 10 months ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆72Updated 2 years ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆93Updated 3 months ago
- This is the project for deep learning in stock market prediction.☆229Updated last year
- ☆69Updated 5 years ago
- Reproduce AAAI22-FactorVAE☆68Updated 2 years ago
- A curated list of time series prediction resources.☆54Updated 4 years ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆88Updated last year
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- ☆30Updated 2 years ago