Mining technical factors based on symbolic regression via genetic algorithm
☆223Apr 26, 2023Updated 3 years ago
Alternatives and similar repositories for gpquant
Users that are interested in gpquant are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated 2 years ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆155Dec 29, 2023Updated 2 years ago
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆67Feb 8, 2024Updated 2 years ago
- 对GPLearn完成了三维改造,并且增加了IC,IR,RankIC等指标,增加了样本内样本外的数据保存,增加了基于IC追踪所有generation中符合要求的因子并保存的功能。☆159Jul 1, 2023Updated 3 years ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆1,205Jun 4, 2026Updated 2 months ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- 改进gplearn,主要使用在股票公式挖掘☆101May 19, 2020Updated 6 years ago
- Recurrent Neural Network for predicting Stock Returns☆125Aug 27, 2021Updated 5 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆29Jan 5, 2023Updated 3 years ago
- Stock factor mining with CNN and GRU.☆76Dec 23, 2022Updated 3 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。