hugogobato / TimesNet-for-Stock-Realized-Volatility-PredictionLinks
This is the GitHub Repository for the paper "Charting New Avenues in Financial Forecasting with TimesNet: The Impact of Intraperiod and Interperiod Variations on Realized Volatility Prediction"
☆15Updated last year
Alternatives and similar repositories for TimesNet-for-Stock-Realized-Volatility-Prediction
Users that are interested in TimesNet-for-Stock-Realized-Volatility-Prediction are comparing it to the libraries listed below
Sorting:
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆30Updated 6 months ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆72Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 6 months ago
- Blaze☆15Updated 4 years ago
- ☆68Updated 2 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆12Updated 2 years ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆81Updated last year
- Multi Task Learning Time Series Momentum☆23Updated last year
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆117Updated last year
- Official Implementation of SimStock : Representation Model for Stock Similarities☆84Updated last year
- Neural networks can detect model-free arbitrage static strategies☆16Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆84Updated 3 months 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☆12Updated last year
- ☆14Updated 5 years ago
- Benchmarking library for generative models of Limit Order Book data (LOBSTER)☆22Updated 2 months ago
- Open code for PriceGraph☆71Updated last year
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 7 months ago
- Code to support my Master's thesis☆20Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆26Updated last year
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆24Updated last year
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆16Updated 3 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆28Updated 2 years ago
- ☆22Updated last year
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆77Updated 8 months ago
- Optimised Extended LSTM for time-series forecasting☆26Updated 9 months ago
- ☆32Updated 8 months ago
- SigKAN: Signature-Weighted Kolmogorov-Arnold Networks for Time Series☆48Updated 9 months ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆14Updated 2 years ago
- [ICLR 2025 workshop] Official implementation of "Integrating LLM-Generated Views into Mean-Variance Optimization Using the Black-Litterma…☆23Updated 4 months ago