evgeniavolkova / kagglejanestreetLinks
Solution for the Jane Street 2024 Kaggle competition.
☆201Updated 3 months ago
Alternatives and similar repositories for kagglejanestreet
Users that are interested in kagglejanestreet are comparing it to the libraries listed below
Sorting:
- ☆69Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆298Updated last year
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆380Updated last month
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆375Updated 4 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆140Updated 11 months ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆159Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆112Updated last year
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆48Updated 3 years ago
- Papers for AI + quantitative investment☆129Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆201Updated 2 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆516Updated 4 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆214Updated 4 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆65Updated 2 months ago
- Deep Learning Statistical Arbitrage☆248Updated 3 years ago
- Fintech literature, including journal, conference, book and useful links☆99Updated 3 years ago
- This is the project for deep learning in stock market prediction.☆227Updated 11 months ago
- 量化机器学习/深度学习模型（Model Zoo）；Alpha 因子（Factor Zoo）； 量化资源以及相关论文代码☆120Updated 3 months ago
- Implementation of (Re-)Imag(in)ing Price Trends☆80Updated 3 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆584Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆109Updated 10 months ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆336Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- ☆134Updated last year
- The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Infor…☆283Updated 2 years ago
- Reproduce AAAI22-FactorVAE☆68Updated 2 years ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆626Updated 6 years ago
- An end-to-end stock factors mining neural network framework.☆46Updated 2 years ago
- ☆54Updated 4 years ago
- Recurrent Neural Network for predicting Stock Returns☆124Updated 4 years ago
- Stock factor mining with CNN and GRU.☆67Updated 2 years ago