houjingyi-ustb / discover_PLF
☆17Updated 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:
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆14Updated 2 months ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Updated 4 years ago
- ☆16Updated 3 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆13Updated last year
- ☆14Updated last month
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆12Updated 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 …☆14Updated last year
- The repo is the official implementation for the paper: Intriguing Properties of Positional Encoding in Time Series Forecasting.☆15Updated 6 months ago
- repository for accepted paper in BigData 2022 conference☆11Updated last year
- ☆40Updated last year
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆23Updated 3 years ago
- Markov decision processes under model uncertainty☆15Updated 2 years ago
- This is a tensorflow-keras implementation of our paper "Attention Based Dynamic Graph Learning Framework for Asset Pricing"☆14Updated 3 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆10Updated 9 months ago
- The source code of paper "Multi-step-ahead Prediction from Short-term Data by Delay-Embedding-based Forecast Machine"☆16Updated 9 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
- Tutorial repository for time series forecasting models☆31Updated 6 months ago
- Testing and implementation of ML algorithms for the analysis of cryptocurrency trends.☆11Updated last year
- ☆36Updated 3 years ago
- The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".☆31Updated 3 years ago
- Code for "Coherent Probabilistic Aggregate Queries on Long-horizon Forecasts", IJCAI 2022☆18Updated 2 years ago
- Pipeline for Time Series Generation with Comprehensive Evaluation Metrics☆42Updated 4 months ago
- Multi Task Learning Time Series Momentum☆21Updated last year
- ☆12Updated 2 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆66Updated 3 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆40Updated 4 months ago
- ☆49Updated 3 years ago
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆16Updated 11 months ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Updated 2 years ago
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆15Updated 3 years ago