Wentao-Xu / HIST
The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".
☆250Updated 2 years ago
Alternatives and similar repositories for HIST:
Users that are interested in HIST are comparing it to the libraries listed below
- This is the project for deep learning in stock market prediction.☆219Updated 2 months ago
- Code for paper "Temporal Relational Ranking for Stock Prediction"☆472Updated 3 years ago
- ☆99Updated 3 years ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆623Updated 2 months ago
- Recurrent Neural Network for predicting Stock Returns☆118Updated 3 years ago
- ☆165Updated last year
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆119Updated 2 months ago
- Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks☆126Updated 2 years ago
- Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019☆169Updated 5 years ago
- Barra CNE6 因子构建☆276Updated 5 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆198Updated 3 years ago
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆255Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆172Updated last year
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆256Updated 2 months ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆136Updated 6 months ago
- Papers for AI + quantitative investment☆104Updated 5 months ago
- 因子回测框架☆104Updated last year
- ☆102Updated 5 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆91Updated 2 months ago
- 多因子指数增强策略/多因子全流程实现☆298Updated 11 months ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆129Updated 8 months 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。☆115Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆51Updated 6 months ago
- ☆144Updated last year
- Open code for PriceGraph☆68Updated 9 months ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆265Updated 9 months ago
- A Pytorch implementation of paper "Temporal Relational Ranking for Stock Prediction"☆44Updated 2 years ago
- Barra Multifactor Model☆137Updated 4 years ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆272Updated last month