evgeniavolkova / kagglejanestreetLinks
Solution for the Jane Street 2024 Kaggle competition.
☆214Updated 6 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
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆49Updated 4 years ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆334Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆144Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆171Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆111Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆214Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆126Updated 5 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆69Updated 4 months ago
- Papers for AI + quantitative investment☆134Updated last year
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆414Updated 3 months ago
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆395Updated 7 months ago
- ☆55Updated 4 years ago
- Deep Learning Statistical Arbitrage☆254Updated 3 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆542Updated 4 years ago
- Stock factor mining with CNN and GRU.☆71Updated 3 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆214Updated 4 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆265Updated 3 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆597Updated 2 years ago
- ☆209Updated 2 years ago
- Reproduce AAAI22-FactorVAE☆69Updated 2 years ago
- PyTorch implementation of FactorVAE☆91Updated last year
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- This code is for the book☆385Updated 10 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆216Updated 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☆65Updated 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…☆288Updated 3 years ago
- A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting☆50Updated 3 years ago