☆30Mar 13, 2024Updated last year
Alternatives and similar repositories for BPQP
Users that are interested in BPQP are comparing it to the libraries listed below
Sorting:
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆24May 27, 2021Updated 4 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Feb 28, 2025Updated last year
- PyTorch implementation of FactorVAE☆91Nov 21, 2024Updated last year
- Accepted at WWW 25 Industrial Track (oral)☆18Jun 6, 2025Updated 8 months ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation☆12Mar 7, 2024Updated last year
- 强化学习进行量化金融☆41Jul 20, 2022Updated 3 years ago
- Apply Graph Neural Networks to Optimize Factor Feature Extraction of FactorVAE☆13Jan 11, 2025Updated last year
- This github contains the implementation of the method proposed in MDGNN_BS paper☆12May 9, 2024Updated last year
- ☆20Sep 6, 2025Updated 5 months ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆16Feb 16, 2024Updated 2 years ago
- 这个项目使用tushare中所有的财经快讯新闻(2018年至今)训练了tfhub中预训练模型bert-base-chinese模型,使之更加符合中文的财经新闻语境。☆12Dec 9, 2022Updated 3 years ago
- ☆92Nov 22, 2024Updated last year
- ☆15Feb 26, 2024Updated 2 years ago
- End-to-end distributionally robust optimization☆37Apr 15, 2023Updated 2 years ago
- ☆35Jan 1, 2025Updated last year
- Official implementation of paper: LiNo: Advancing Recursive Residual Decomposition of Linear and Nonlinear Patterns for Robust Time Serie…☆18Dec 19, 2025Updated 2 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆113Dec 25, 2024Updated last year
- Accepted at AAAI 25 Workshop Long Research Paper☆25Jun 6, 2025Updated 8 months ago
- Code for Spatiotemporal Hypergraph Convolution Network for Stock Movement Forecasting☆43Jun 13, 2021Updated 4 years ago
- Blaze☆17Jun 19, 2021Updated 4 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆69Sep 19, 2025Updated 5 months ago
- Implementation of (Re-)Imag(in)ing Price Trends☆84Jul 14, 2022Updated 3 years ago
- This project leverages Large Language Models (LLMs) and a multi-agent framework to analyze stock prices, gather relevant news, and genera…☆22Feb 26, 2025Updated last year
- ☆25Jan 1, 2025Updated last year
- ☆22Nov 27, 2024Updated last year
- ☆58Feb 7, 2025Updated last year
- ☆27Jan 8, 2024Updated 2 years ago
- quantitative investment; genetic algorithm; data mining☆33Sep 3, 2024Updated last year
- [ICLR 2025 workshop] Official implementation of "Integrating LLM-Generated Views into Mean-Variance Optimization Using the Black-Litterma…☆32Oct 21, 2025Updated 4 months ago
- HedgeAgents: A Balanced-aware Multi-agent Financial Trading System☆28May 22, 2024Updated last year
- The source code for the paper☆28Jul 3, 2023Updated 2 years ago
- This repository is the the implementation of the JAIR paper: https://doi.org/10.1613/jair.1.15320. This repository provides the codebase …☆72Mar 11, 2025Updated 11 months ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆346May 6, 2024Updated last year
- ☆31Dec 22, 2023Updated 2 years ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆24Apr 6, 2021Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆36Sep 1, 2021Updated 4 years ago
- Implementation of Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts☆31May 1, 2022Updated 3 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆123May 17, 2024Updated last year