hxLau / IPT-CNNLinks
The Implementation of paper (RE)IMAGE(IN)ING PRICE TRENDS by PyTorch
☆20Updated 4 years ago
Alternatives and similar repositories for IPT-CNN
Users that are interested in IPT-CNN are comparing it to the libraries listed below
Sorting:
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆37Updated 3 years ago
- 一些研报的复现☆12Updated 7 years ago
- Implementation of (Re-)Imag(in)ing Price Trends☆84Updated 3 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Updated 7 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆68Updated 3 months ago
- A Higher-order HMM with EM algo.☆16Updated 3 years ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆52Updated 5 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆14Updated 6 years ago
- 多因子模型相关☆23Updated 4 years ago
- my first factor-stock-selecting backtest function☆22Updated 5 years ago
- DCC GARCH modeling in Python☆100Updated 5 years ago
- The source code for the paper☆25Updated 2 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Updated 3 years ago
- Implemented some mathematical processings used in the Barra risk model☆34Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆19Updated last year
- Python Package: Fitting and Forecasting the yield curve☆38Updated 4 years ago
- 量化FOF框架☆13Updated 6 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆21Updated last year
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆17Updated 3 years ago
- SABR Implied volatility asymptotics☆25Updated 5 years ago
- ☆37Updated last year
- Accepted at AAAI 25 Workshop Long Research Paper☆25Updated 6 months ago