ZhuZhouFan / TWMALinks
☆13Updated 9 months ago
Alternatives and similar repositories for TWMA
Users that are interested in TWMA are comparing it to the libraries listed below
Sorting:
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆24Updated 2 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆35Updated 2 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆20Updated 2 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆84Updated 3 months ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆13Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆153Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- ☆63Updated last year
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆71Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years ago
- Blaze☆15Updated 4 years ago
- Stock factor mining with CNN and GRU.☆64Updated 2 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- ☆32Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆29Updated 6 months ago
- ☆127Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆42Updated 10 months ago
- An end-to-end stock factors mining neural network framework.☆44Updated 2 years ago
- ☆106Updated 7 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆117Updated last year
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆129Updated last month
- ☆22Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆81Updated last year
- alpha投研示例☆79Updated last month
- High frequency factors based on order and trade data.☆60Updated last year
- Deep direct reinforcement learning for financial signal representation and trading☆30Updated 4 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆105Updated last year
- ☆42Updated 2 years ago