Wentao-Xu / HISTLinks
The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".
☆281Updated 2 years ago
Alternatives and similar repositories for HIST
Users that are interested in HIST are comparing it to the libraries listed below
Sorting:
- Code for paper "Temporal Relational Ranking for Stock Prediction"☆507Updated 4 years ago
- This is the project for deep learning in stock market prediction.☆227Updated 10 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆138Updated 10 months ago
- Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019☆180Updated 6 years ago
- Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks☆132Updated 3 years ago
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- Papers for AI + quantitative investment☆127Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆196Updated 2 years ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆288Updated last year
- ☆107Updated 4 years ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆331Updated last year
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆361Updated 4 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆106Updated 10 months ago
- Benchmark Dataset of Limit Order Book in China Markets☆213Updated 4 years ago
- Barra CNE6 因子构建☆321Updated 5 years ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆361Updated 3 weeks ago
- ☆185Updated 2 years ago
- Fintech literature, including journal, conference, book and useful links☆98Updated 3 years ago
- 量化机器学习/深度学习模型（Model Zoo）；Alpha 因子（Factor Zoo）； 量化资源以及相关论文代码☆108Updated 3 months 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☆62Updated last year
- ☆182Updated 2 years ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆874Updated 10 months ago
- 因子回测框架☆134Updated 2 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆377Updated 2 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆158Updated last year
- PyTorch implementation of FactorVAE☆83Updated 11 months ago
- Reproduce AAAI22-FactorVAE☆67Updated 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。☆149Updated 2 years ago
- Multi-scale Two-way Deep Neural Network☆43Updated 5 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。☆136Updated last year