junhua / awesome-finance-ai-papersLinks
A collection and review of top CS conference papers in AI for Finance
☆73Updated last year
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
Sorting:
- Papers for AI + quantitative investment☆134Updated last year
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆414Updated 3 months ago
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆395Updated 7 months ago
- Fintech literature, including journal, conference, book and useful links☆99Updated 3 years ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆144Updated last year
- PyTorch implementation of FactorVAE☆91Updated last year
- Alpha Agent: A Multi-Agent Based Framework for Alpha Research in Quantitative Investment☆66Updated 6 months ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆88Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆111Updated last year
- This is the project for deep learning in stock market prediction.☆230Updated last year
- Awesome time series forecasting papers and codes☆217Updated 3 months ago
- FNSPID: A Comprehensive Financial News Dataset in Time Series☆343Updated 6 months ago
- ☆75Updated 3 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆86Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting☆118Updated 5 months ago
- Implementation of (Re-)Imag(in)ing Price Trends☆84Updated 3 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆69Updated 4 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Updated 11 months ago
- [WWW'2024] "FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model"☆103Updated 10 months ago
- ☆126Updated 10 months ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆345Updated last year
- ☆128Updated last year
- ☆163Updated 2 years ago
- PyTorch Implementation of FinMamba☆50Updated 7 months ago
- Reproduce AAAI22-FactorVAE☆69Updated 2 years ago
- Official implementation of PRUDEX-Compass☆52Updated 2 years ago
- ☆58Updated 11 months ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆139Updated 5 months ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆96Updated this week