jmp41 / BPQPLinks
☆29Updated last year
Alternatives and similar repositories for BPQP
Users that are interested in BPQP are comparing it to the libraries listed below
Sorting:
- ☆48Updated 6 months ago
- ☆62Updated last year
- ☆32Updated 8 months ago
- ☆19Updated 7 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆29Updated 6 months ago
- Blaze☆15Updated 4 years ago
- End-to-end distributionally robust optimization☆35Updated 2 years ago
- 强化学习进行量化金融☆38Updated 3 years ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆13Updated last year
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆24Updated 2 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆20Updated 2 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆104Updated 8 months ago
- ☆42Updated 2 years ago
- quantitative investment; genetic algorithm; data mining☆21Updated 11 months ago
- Code for NeurIPS2021 submission "A Surrogate Objective Framework for Prediction+Programming with Soft Constraints"☆13Updated 4 years ago
- Official implementation of PRUDEX-Compass☆51Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆84Updated last year
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆36Updated last year
- ☆40Updated 2 years ago
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆13Updated 2 years ago
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆24Updated 4 years ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆11Updated 4 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆153Updated last year
- Deep direct reinforcement learning for financial signal representation and trading☆30Updated 4 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 last year
- Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆23Updated 5 months ago
- Reproduce AAAI22-FactorVAE☆67Updated last year
- ☆16Updated 3 years ago
- ☆13Updated 9 months ago
- ☆30Updated 2 years ago