lancopku / CGM
Code for IJCAI 2021 main conference paper "Long-term, Short-term and Sudden Event: Trading Volume Movement Prediction with Graph-based Multi-view Modeling"
☆23Updated 3 years ago
Alternatives and similar repositories for CGM:
Users that are interested in CGM are comparing it to the libraries listed below
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆53Updated 3 years ago
- ☆49Updated 2 years ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆22Updated 3 years ago
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Updated 4 years ago
- Official implementation of PRUDEX-Compass☆43Updated last year
- Open code for PriceGraph☆69Updated 10 months ago
- Implementation of Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts☆28Updated 2 years ago
- ☆26Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆77Updated 9 months ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Updated 4 years ago
- ☆15Updated 3 years ago
- ☆17Updated 10 months ago
- ☆54Updated 3 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆14Updated last month
- ☆62Updated 2 years ago
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆23Updated 3 years ago
- TensorFlow implementation of Z. Hu et al. "Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predict…☆29Updated 6 months ago
- The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".☆31Updated 3 years ago
- ☆66Updated 4 years ago
- Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021☆20Updated 3 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆41Updated last year
- ☆48Updated last year
- Multi-scale Two-way Deep Neural Network☆44Updated 4 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 2 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆24Updated last year
- A Pytorch implementation of paper "Temporal Relational Ranking for Stock Prediction"☆44Updated 2 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆65Updated 3 years ago
- Multi Task Learning Time Series Momentum☆19Updated 10 months ago
- ☆39Updated last month
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆11Updated 2 years ago