leejoonhun / factor-vaeLinks
Unofficial PyTorch implementation of FactorVAE
☆21Updated 2 years ago
Alternatives and similar repositories for factor-vae
Users that are interested in factor-vae are comparing it to the libraries listed below
Sorting:
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆31Updated 7 months ago
- 基于基因表达式规划算法的因子挖掘☆32Updated 4 years ago
- 基于机器学习 的多因子研究框架☆14Updated 5 years ago
- ☆53Updated 4 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 2 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆27Updated 2 years ago
- ☆20Updated 9 months ago
- Multi Task Learning Time Series Momentum☆24Updated last year
- Reproduce AAAI22-FactorVAE☆67Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated last year
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆25Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆85Updated 4 months ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆53Updated 2 years ago
- ☆33Updated 9 months ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆12Updated 2 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- 众人的因子回测框架 stock factor test☆29Updated 3 weeks ago
- 多因子选股框架☆27Updated 4 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 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…☆49Updated 8 months ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆35Updated 3 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆118Updated last year
- ☆53Updated 3 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated last year
- Blaze☆15Updated 4 years ago
- PyTorch implementation of FactorVAE☆80Updated 10 months ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆17Updated 2 years ago