evgeniavolkova / kagglejanestreetLinks
Solution for the Jane Street 2024 Kaggle competition.
☆116Updated 5 months ago
Alternatives and similar repositories for kagglejanestreet
Users that are interested in kagglejanestreet are comparing it to the libraries listed below
Sorting:
- ☆61Updated last year
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆44Updated 3 years ago
- Stock factor mining with CNN and GRU.☆60Updated 2 years ago
- Papers for AI + quantitative investment☆120Updated 9 months ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆231Updated 9 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆102Updated last year
- Reproduce AAAI22-FactorVAE☆64Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆151Updated 11 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆128Updated 6 months ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- Fintech literature, including journal, conference, book and useful links☆94Updated 2 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆98Updated 6 months ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆60Updated 10 months ago
- ☆51Updated 4 years ago
- Implementation of (Re-)Imag(in)ing Price Trends☆72Updated 2 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆183Updated 2 years ago
- ☆200Updated 2 years ago
- ☆65Updated 2 years ago
- Recurrent Neural Network for predicting Stock Returns☆120Updated 3 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆78Updated last year
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆64Updated 4 years ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆57Updated last month
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆475Updated 3 years ago
- ☆119Updated 11 months ago
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆334Updated this week
- High frequency factors based on order and trade data.☆51Updated last year
- 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☆60Updated last year
- ☆101Updated 5 months ago
- Benchmark Dataset of Limit Order Book in China Markets☆207Updated 4 years ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆328Updated 5 months ago