deeptrade-public / slot
repository for accepted paper in BigData 2022 conference
☆11Updated last year
Alternatives and similar repositories for slot
Users that are interested in slot are comparing it to the libraries listed below
Sorting:
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆23Updated 3 years ago
- ☆41Updated last year
- Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021☆20Updated 3 years 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
- ☆53Updated 3 years ago
- ☆24Updated 11 months ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Updated 4 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆18Updated last year
- ☆65Updated 2 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆14Updated 2 months ago
- ☆49Updated 3 years ago
- ☆14Updated 3 weeks ago
- SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)☆14Updated last year
- ☆43Updated 3 months ago
- repository for Unbiased Gradient Boosting Decision Tree with Unbiased Feature Importance☆28Updated last year
- Official implementation of PRUDEX-Compass☆45Updated last year
- ☆12Updated last year
- ☆16Updated 3 years ago
- The code of PEN: Prediction-Explanation Network to Forecast Stock Price Movement with Better Explainability☆23Updated 2 years ago
- Tutorial repository for time series forecasting models☆31Updated 6 months ago
- Code for Spatiotemporal Hypergraph Convolution Network for Stock Movement Forecasting☆41Updated 3 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆79Updated 10 months ago
- ☆32Updated 2 years ago
- ☆19Updated last year
- The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".☆31Updated 3 years ago
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆12Updated last year
- This is a tensorflow-keras implementation of our paper "Attention Based Dynamic Graph Learning Framework for Asset Pricing"☆14Updated 3 years ago
- Implementation of Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts☆29Updated 3 years ago
- [ICLR'24] Official PyTorch Implementation of ContraLSP☆30Updated last year
- Reproduce AAAI22-FactorVAE☆60Updated last year