kaaaylaaa / causality-based-trading
☆9Updated 4 months ago
Alternatives and similar repositories for causality-based-trading:
Users that are interested in causality-based-trading are comparing it to the libraries listed below
- ☆12Updated 4 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last month
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆16Updated 9 months ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆40Updated 4 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆34Updated 2 months ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆44Updated 4 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆77Updated 9 months ago
- Blaze☆14Updated 3 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- ☆62Updated 2 years ago
- ☆27Updated last year
- Unofficial PyTorch implementation of FactorVAE☆18Updated last year
- ☆21Updated last year
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆23Updated 3 years ago
- A Higher-order HMM with EM algo.☆15Updated 2 years ago
- ☆49Updated 2 years ago
- Reproduce AAAI22-FactorVAE☆59Updated last year
- ☆39Updated last month
- ☆30Updated 2 months ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆14Updated last month
- ☆48Updated 4 years ago
- ☆48Updated last year
- ☆14Updated 2 years ago
- ☆15Updated 3 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆13Updated last month
- Code to support my Master's thesis☆19Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- Multi Task Learning Time Series Momentum☆19Updated 10 months ago
- ☆40Updated 2 years ago
- Alpha mining with DEAP-based genetic programming.☆9Updated last year