houjingyi-ustb / discover_PLF
☆16Updated last year
Alternatives and similar repositories for discover_PLF:
Users that are interested in discover_PLF are comparing it to the libraries listed below
- repository for accepted paper in BigData 2022 conference☆11Updated last year
- ☆14Updated 3 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆12Updated last year
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆12Updated last year
- Multi Task Learning Time Series Momentum☆18Updated 9 months ago
- The repo is the official implementation for the paper: Intriguing Properties of Positional Encoding in Time Series Forecasting.☆14Updated 3 months ago
- A Hybrid Method of Exponential Smoothing and Recurrent Neural Networks for Multivariate Time Series Forecasting☆13Updated 2 years ago
- This is a tensorflow-keras implementation of our paper "Attention Based Dynamic Graph Learning Framework for Asset Pricing"☆13Updated 3 years ago
- Parameter Efficient Deep Probabilistic Forecasting☆14Updated 3 years ago
- ☆49Updated 2 years ago
- Markov decision processes under model uncertainty☆14Updated 2 years ago
- ☆34Updated 2 years ago
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆15Updated 3 years ago
- ☆41Updated last year
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆23Updated 3 years ago
- Fourier Spatial-Temporal Network for Multivariate Time Series Forecasting☆10Updated 2 years ago
- [AAAI 2025] Official implementation of "xPatch: Dual-Stream Time Series Forecasting with Exponential Seasonal-Trend Decomposition"☆18Updated 2 weeks ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last year
- Source code for "Scalable Transformer for High Dimensional Multivariate Time Series Forecasting" (Accepted by CIKM-24)☆13Updated last month
- ☆14Updated 6 months ago
- Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021☆20Updated 3 years ago
- Code for "Coherent Probabilistic Aggregate Queries on Long-horizon Forecasts", IJCAI 2022☆18Updated 2 years ago
- SigKAN: Signature-Weighted Kolmogorov-Arnold Networks for Time Series☆42Updated 2 months ago
- The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".☆29Updated 3 years ago
- Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergrap…☆43Updated 7 months ago
- 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 …☆13Updated last year
- NECPlus☆18Updated last year
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆33Updated 9 months ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆32Updated last month