gsyyysg / StockFormerLinks
PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".
☆331Updated last year
Alternatives and similar repositories for StockFormer
Users that are interested in StockFormer are comparing it to the libraries listed below
Sorting:
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆288Updated last year
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆329Updated last year
- 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☆108Updated 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…☆361Updated 4 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆138Updated 10 months ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆361Updated 3 weeks ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆377Updated 2 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…☆281Updated 2 years ago
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆44Updated last year
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆874Updated 10 months ago
- ☆89Updated 11 months ago
- ☆185Updated 2 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆196Updated 2 years ago
- 因子回测框架☆134Updated 2 years ago
- ☆66Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆158Updated last year
- Using Transformer deep learning architecture to predict stock prices.☆255Updated 11 months ago
- 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。☆136Updated last year
- PyTorch implementation of FactorVAE☆83Updated 11 months 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☆62Updated last year
- ☆68Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆106Updated 10 months ago
- 多因子指数增强策略/多因子全流程实现☆351Updated last year
- ☆105Updated last year
- ☆112Updated 9 months ago
- An end-to-end stock factors mining neural network framework.☆44Updated 2 years ago
- ☆182Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆89Updated 5 months ago
- Papers for AI + quantitative investment☆127Updated last year
- ☆131Updated last year