houjingyi-ustb / discover_PLFView external linksLinks
☆17Mar 8, 2023Updated 2 years ago
Alternatives and similar repositories for discover_PLF
Users that are interested in discover_PLF are comparing it to the libraries listed below
Sorting:
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆14Oct 11, 2023Updated 2 years ago
- Testing and implementation of ML algorithms for the analysis of cryptocurrency trends.☆11Feb 20, 2024Updated last year
- A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics☆14Jul 1, 2022Updated 3 years ago
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆13Aug 12, 2024Updated last year
- Parameter Efficient Deep Probabilistic Forecasting☆14Jan 8, 2022Updated 4 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated 11 months ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆20May 25, 2023Updated 2 years ago
- ☆24May 1, 2025Updated 9 months ago
- ☆16Oct 6, 2021Updated 4 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆19Sep 24, 2024Updated last year
- Contains the implementation of the EDAIN and EDAIN-KL methods proposed in our paper. The research was also part of the thesis I wrote as …☆16Feb 19, 2024Updated last year
- ☆19Oct 6, 2025Updated 4 months ago
- Source code of FDNet: Focal Decomposed Network for Efficient, Robust and Practical Time Series Forecasting☆14Mar 6, 2024Updated last year
- ☆21Dec 4, 2023Updated 2 years ago
- Stock Price Prediction☆20Sep 20, 2024Updated last year
- Multi Task Learning Time Series Momentum☆24May 18, 2024Updated last year
- Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021☆20Jul 11, 2021Updated 4 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Oct 16, 2022Updated 3 years ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- ☆28Apr 17, 2023Updated 2 years ago
- Second coursework & case from Sber Data Science competition. Links to scientific papers to which I will refer will be here.☆13Nov 12, 2021Updated 4 years ago
- Stock trading based on MACD indicator, using NEAT and naive algorithm☆32Feb 8, 2022Updated 4 years ago
- This repository compares the performance of 8 different regression loss functions used in Time Series Forecasting using Temporal Fusion…☆25Feb 21, 2025Updated 11 months ago
- ☆57Jul 15, 2020Updated 5 years ago
- ☆11May 17, 2024Updated last year
- A library of techniques for local interpretation of machine learning models☆10Mar 24, 2023Updated 2 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 4 years ago
- A research project and comparative study on various Active Noise Cancellation Algorithms like FxLMS, EMFN, Chebyshev filter and Hammerste…☆10Jul 3, 2022Updated 3 years ago
- End-to-end distributionally robust optimization☆37Apr 15, 2023Updated 2 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Feb 28, 2025Updated 11 months ago
- [ICML 2025] Official implementation of "AdaPTS: Adapting Univariate Foundation Models to Probabilistic Multivariate Time Series Forecasti…☆46Jan 13, 2026Updated last month
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- A comprehensive list of pain intensity classification papers mainly based on deep learning algorithms☆12Oct 20, 2024Updated last year
- Winning Solution for the M5 Competition for Uncertainty Forecasting☆10May 25, 2023Updated 2 years ago
- ☆16Feb 1, 2026Updated 2 weeks ago
- Python client for Contec CMS50EW pulse oximeter☆11Apr 6, 2017Updated 8 years ago
- Transfer Learning for Stenosis Detection in X-ray Coronary Angiography☆13Jul 3, 2021Updated 4 years ago