junhua / awesome-finance-ai-papers
A collection and review of top CS conference papers in AI for Finance
☆41Updated 5 months ago
Alternatives and similar repositories for awesome-finance-ai-papers:
Users that are interested in awesome-finance-ai-papers are comparing it to the libraries listed below
- Papers for AI + quantitative investment☆113Updated 7 months ago
- ☆65Updated 2 years ago
- Awesome financial time series forecasting papers and codes☆84Updated last month
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆123Updated 4 months ago
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆304Updated 4 months ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆66Updated last year
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆299Updated 3 months ago
- [WWW'2024] "FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model"☆91Updated last month
- Implementation of Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts☆28Updated 2 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last month
- Efficient Continuous Space Policy Optimization for High-frequency Trading (DRPO)☆20Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆93Updated 4 months ago
- ☆51Updated last year
- PyTorch implementation of FactorVAE☆65Updated 5 months ago
- [ACL2023] Datasets for Causality-Guided Multi-Memory Interaction Network for Multivariate Stock Price Movement Prediction☆20Updated last year
- Implementation of (Re-)Imag(in)ing Price Trends☆68Updated 2 years ago
- Code release for "Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models" https://arxiv.org/abs/2…☆131Updated 11 months ago
- Artificial Intelligence (AI) based Portfolio Selection Papers☆17Updated 3 months ago
- ☆91Updated 3 months ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆43Updated 9 months ago
- ☆66Updated 4 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆59Updated 8 months ago
- Reproduce AAAI22-FactorVAE☆60Updated last year
- ☆102Updated 3 years ago
- Alpha Agent: A Multi-Agent Based Framework for Alpha Research in Quantitative Investment☆24Updated 5 months ago
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆35Updated 6 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆97Updated 11 months ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆140Updated 9 months ago
- This repository houses the datasets/resources used in paper "ChatGPT Informed Graph Neural Network for Stock Movement Prediction". Dive i…☆44Updated last year