gsyyysg / StockFormer
PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".
☆278Updated 10 months ago
Alternatives and similar repositories for StockFormer:
Users that are interested in StockFormer are comparing it to the libraries listed below
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆275Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆152Updated 6 months ago
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆278Updated 3 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆121Updated 3 months ago
- ☆169Updated last year
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆653Updated 3 months ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆284Updated 2 months ago
- [WWW'2024] "FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model"☆86Updated last week
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆103Updated 10 months ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆136Updated 8 months ago
- ☆69Updated 9 months ago
- 因子回测框架☆109Updated last year
- alpha101, alpha191, alphalens, backtrader, 量化研究☆268Updated last year
- Scripts and doc for https://www.dolthub.com/repositories/chenditc/investment_data☆379Updated this week
- ☆100Updated 8 months ago
- ☆48Updated 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。☆120Updated 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…☆258Updated 2 years ago
- 在A股(股票)市场上训练强化学习交易智能体☆257Updated last year
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆34Updated 5 months ago
- Mining technical factors based on symbolic regression via genetic algorithm☆175Updated last year
- ☆74Updated 4 months ago
- Using Transformer deep learning architecture to predict stock prices.☆206Updated 4 months ago
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆70Updated 9 months ago
- 分享量化投资相关的论文,代码和代码复现。☆77Updated last year
- PyTorch implementation of FactorVAE☆62Updated 4 months ago
- Stock factor mining with CNN and GRU.☆50Updated 2 years ago
- MATCC: A Novel Approach for Robust Stock Price Prediction Incorporating Market Trends and Cross_time Correlations☆40Updated 5 months ago
- ☆90Updated last year