evgeniavolkova / kagglejanestreetLinks
Solution for the Jane Street 2024 Kaggle competition.
☆156Updated 2 weeks ago
Alternatives and similar repositories for kagglejanestreet
Users that are interested in kagglejanestreet are comparing it to the libraries listed below
Sorting:
- ☆63Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆105Updated last year
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆130Updated 7 months ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆337Updated 6 months ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆259Updated 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…☆343Updated last month
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆44Updated 3 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆100Updated 7 months ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆483Updated 4 years ago
- Papers for AI + quantitative investment☆122Updated 10 months ago
- Stock factor mining with CNN and GRU.☆63Updated 2 years ago
- Fintech literature, including journal, conference, book and useful links☆96Updated 2 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆153Updated last year
- Recurrent Neural Network for predicting Stock Returns☆122Updated 3 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆187Updated 2 years 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☆46Updated 2 weeks ago
- This is the project for deep learning in stock market prediction.☆227Updated 7 months ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Infor…☆273Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆63Updated last year
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆316Updated last year
- Reproduce AAAI22-FactorVAE☆66Updated last year
- 分享量化投资相关的论文,代码和代码复现。☆83Updated 2 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆209Updated 4 years ago
- PyTorch implementation of FactorVAE☆74Updated 8 months ago
- ☆123Updated last year
- Implementation of (Re-)Imag(in)ing Price Trends☆73Updated 3 years ago
- ☆53Updated 4 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆552Updated last year
- Deep Learning Statistical Arbitrage☆238Updated 2 years ago