evgeniavolkova / kagglejanestreetLinks
Solution for the Jane Street 2024 Kaggle competition.
☆176Updated last month
Alternatives and similar repositories for kagglejanestreet
Users that are interested in kagglejanestreet are comparing it to the libraries listed below
Sorting:
- ☆65Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆268Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆105Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆190Updated 2 years ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆131Updated 8 months ago
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆347Updated 2 months ago
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆212Updated 4 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆104Updated 8 months ago
- The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Infor…☆277Updated 2 years ago
- Papers for AI + quantitative investment☆127Updated 11 months ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆491Updated 4 years ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆46Updated 3 years ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆344Updated 7 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☆77Updated last month
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆153Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆124Updated 5 years ago
- Fintech literature, including journal, conference, book and useful links☆96Updated 3 years ago
- Stock factor mining with CNN and GRU.☆64Updated 2 years ago
- PyTorch implementation of FactorVAE☆78Updated 9 months ago
- ☆174Updated 2 years ago
- 升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线☆61Updated last year
- ☆127Updated last year
- 本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。☆131Updated last year
- Code implementation of the Quantigic 101 Formulaic Alphas☆566Updated 6 years ago
- ☆53Updated 4 years ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆325Updated last year
- ☆88Updated 9 months ago
- Reproduce AAAI22-FactorVAE☆67Updated last year
- Implementation of (Re-)Imag(in)ing Price Trends☆73Updated 3 years ago