jmp41 / BPQPLinks
☆28Updated last year
Alternatives and similar repositories for BPQP
Users that are interested in BPQP are comparing it to the libraries listed below
Sorting:
- ☆32Updated 6 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆29Updated 4 months ago
- ☆61Updated last year
- Blaze☆15Updated 4 years ago
- ☆48Updated 5 months ago
- Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergrap…☆1Updated last year
- 强化学习进行量化金融☆37Updated 2 years ago
- ☆18Updated 6 months ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- quantitative investment; genetic algorithm; data mining☆17Updated 10 months ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆13Updated last year
- ☆28Updated last year
- ☆16Updated 3 years ago
- Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆20Updated 3 months ago
- ☆40Updated 2 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆22Updated last year
- Official implementation of PRUDEX-Compass☆48Updated 2 years ago
- ☆30Updated last year
- End-to-end distributionally robust optimization☆34Updated 2 years ago
- ☆16Updated 3 years ago
- Code for NeurIPS2021 submission "A Surrogate Objective Framework for Prediction+Programming with Soft Constraints"☆13Updated 3 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆80Updated 2 months ago
- Accepted at AAAI 25 Workshop Long Research Paper☆19Updated last month
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆13Updated 2 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆23Updated 2 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆98Updated 6 months ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆47Updated last year
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆130Updated 7 months ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆63Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆81Updated last year