ZP1481616577 / Baselines_LSR-IGRULinks
☆28Updated last year
Alternatives and similar repositories for Baselines_LSR-IGRU
Users that are interested in Baselines_LSR-IGRU are comparing it to the libraries listed below
Sorting:
- Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergrap…☆1Updated last year
- ☆48Updated 5 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆29Updated 4 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆80Updated 2 months ago
- ☆65Updated 2 years ago
- ☆52Updated 3 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆81Updated last year
- ☆32Updated 6 months ago
- ☆69Updated last year
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆54Updated 3 years ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆75Updated last year
- Open code for PriceGraph☆71Updated last year
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆114Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆98Updated 6 months ago
- ☆16Updated 3 years ago
- ☆40Updated 2 years ago
- 强化学习进行量化金融☆37Updated 2 years ago
- ☆61Updated last year
- ☆18Updated 6 months ago
- Unofficial PyTorch implementation of FactorVAE☆20Updated 2 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- Blaze☆15Updated 4 years ago
- ☆85Updated 7 months ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆26Updated 2 years ago
- Relational Temporal Graph Convolutional Network for Ranking-based Stock Prediction☆46Updated 3 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated 11 months ago
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆25Updated 4 years ago
- FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting☆80Updated 2 weeks ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 4 months ago
- ☆30Updated last year