Wentao-Xu / IGMTF
The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".
☆31Updated 3 years ago
Alternatives and similar repositories for IGMTF:
Users that are interested in IGMTF are comparing it to the libraries listed below
- ☆41Updated last year
- ☆49Updated 3 years ago
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆23Updated 3 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆93Updated 4 months ago
- ☆65Updated 2 years ago
- ☆30Updated 4 months ago
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆53Updated 3 years ago
- ☆14Updated 2 weeks ago
- Reproduce AAAI22-FactorVAE☆60Updated last year
- ☆42Updated 2 months ago
- Multi-scale Two-way Deep Neural Network☆43Updated 4 years ago
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Updated 4 years ago
- Open code for PriceGraph☆71Updated last year
- ☆51Updated 4 years ago
- A curated list of time series prediction resources.☆53Updated 3 years ago
- ☆32Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆79Updated 10 months ago
- Multi Task Learning Time Series Momentum☆21Updated 11 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated 2 months ago
- ☆24Updated 11 months ago
- Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks☆128Updated 3 years ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆34Updated 6 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆66Updated 3 years ago
- Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://a…☆96Updated 10 months ago
- ☆53Updated 3 years ago
- Blaze☆14Updated 3 years ago
- ☆30Updated last year
- Time Series Classification with Convolutional Neural Network: Automated Trading by Pattern Recognition (Master's Thesis)☆19Updated 2 years ago
- This repository contains the implementation of paper Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecastin…☆81Updated 2 months ago