chengjunyan1 / AAPMLinks
Code and data for the paper "Empirical Asset Pricing with Large Language Model Agents".
☆23Updated 3 months ago
Alternatives and similar repositories for AAPM
Users that are interested in AAPM are comparing it to the libraries listed below
Sorting:
- ☆48Updated 6 months ago
- Official implementation of PRUDEX-Compass☆51Updated 2 years ago
- FinanceGPT-B☆10Updated last year
- AlphaAgent is an autonomous alpha mining framework.☆48Updated 2 months ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆80Updated last year
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆24Updated 4 years ago
- [WWW'2024] "FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model"☆96Updated 5 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆29Updated 6 months ago
- Code for IJCAI 2021 main conference paper "Long-term, Short-term and Sudden Event: Trading Volume Movement Prediction with Graph-based M…☆23Updated 3 years ago
- ☆62Updated last year
- ☆28Updated last year
- ☆48Updated 3 weeks ago
- Fintech literature, including journal, conference, book and useful links☆96Updated 3 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆84Updated last year
- ☆68Updated 2 years ago
- ☆68Updated last year
- HedgeAgents: A Balanced-aware Multi-agent Financial Trading System☆21Updated last year
- ☆30Updated 2 years ago
- 强化学习进行量化金融☆38Updated 3 years ago
- [ICLR 2025 workshop] Official implementation of "Integrating LLM-Generated Views into Mean-Variance Optimization Using the Black-Litterma…☆23Updated 4 months ago
- Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆23Updated 5 months ago
- ☆106Updated 7 months ago
- ☆88Updated 9 months ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 years ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆70Updated 3 months ago
- Papers for AI + quantitative investment☆127Updated 11 months ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆26Updated 2 years ago
- This is the repository for the paper CSPRD: A Financial Policy Retrieval Dataset for Chinese Stock Market☆19Updated last year
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆46Updated 3 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆105Updated last year