Stock Price Prediction
☆20Sep 20, 2024Updated last year
Alternatives and similar repositories for TFMS-Multifactor-Analysis
Users that are interested in TFMS-Multifactor-Analysis are comparing it to the libraries listed below
Sorting:
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated last year
- A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics☆14Jul 1, 2022Updated 3 years ago
- ☆17Feb 1, 2026Updated last month
- Multi Task Learning Time Series Momentum☆24May 18, 2024Updated last year
- Testing and implementation of ML algorithms for the analysis of cryptocurrency trends.☆11Feb 20, 2024Updated 2 years ago
- Linear regression modelling of the Ames housing dataset, with the goal of predicting the house sale price, as published in Towards Data S…☆10Oct 30, 2025Updated 4 months ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Sep 25, 2021Updated 4 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- Parameter Efficient Deep Probabilistic Forecasting☆14Jan 8, 2022Updated 4 years ago
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆14Aug 12, 2024Updated last year
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆16Feb 16, 2024Updated 2 years ago
- New non-Gatech GitHub☆12Dec 8, 2021Updated 4 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- The official repository for paper Evaluating Financial Relational Graphs: Interpretation Before Prediction☆20Jan 2, 2026Updated last month
- ☆17Mar 8, 2023Updated 2 years ago
- ☆24May 1, 2025Updated 10 months ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 2 years ago
- This repository contains the experiments of our paper titled, "Ensembles of Localised Models for Time Series Forecasting" which is online…☆16Dec 2, 2021Updated 4 years ago
- Contains the implementation of the EDAIN and EDAIN-KL methods proposed in our paper. The research was also part of the thesis I wrote as …☆16Feb 19, 2024Updated 2 years ago
- ☆16Oct 6, 2021Updated 4 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆19Sep 24, 2024Updated last year
- Accepted at AAAI 25 Workshop Long Research Paper☆25Jun 6, 2025Updated 8 months ago
- ☆20Oct 6, 2025Updated 4 months ago
- Source code of FDNet: Focal Decomposed Network for Efficient, Robust and Practical Time Series Forecasting☆14Mar 6, 2024Updated last year
- ☆22Apr 1, 2022Updated 3 years ago
- ☆21Dec 4, 2023Updated 2 years ago
- ☆18Mar 20, 2022Updated 3 years ago
- ☆20Oct 8, 2019Updated 6 years ago
- ☆22Aug 10, 2022Updated 3 years ago
- Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021☆20Jul 11, 2021Updated 4 years ago
- VMD-MFRFNN☆57Oct 7, 2023Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆87Feb 25, 2024Updated 2 years ago
- ☆21Apr 24, 2022Updated 3 years ago
- 获取股票主力资金流入数据☆25Jul 10, 2020Updated 5 years ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- Second coursework & case from Sber Data Science competition. Links to scientific papers to which I will refer will be here.☆13Nov 12, 2021Updated 4 years ago
- ☆28Apr 17, 2023Updated 2 years ago
- Stock trading based on MACD indicator, using NEAT and naive algorithm☆33Feb 8, 2022Updated 4 years ago
- This repository compares the performance of 8 different regression loss functions used in Time Series Forecasting using Temporal Fusion…☆25Feb 21, 2025Updated last year