Alternatives and similar repositories for factor-vae:

Users that are interested in factor-vae are comparing it to the libraries listed below

• MingjieWang0606 / MTMD-Public
  The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…
  ☆28Updated this week
• Harryx2019 / STHAN-SR
  复现AAAI-21-STHAN-SR
  ☆10Updated last year
• JDE65 / CustomLoss
  Custom Loss functions for asset return prediction with deep learning regression
  ☆34Updated 2 years ago
• x7jeon8gi / FactorVAE
  PyTorch implementation of FactorVAE
  ☆61Updated 3 months ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• Haiyao-Nero / InvariantStock
  ☆28Updated 2 months ago
• DVampire / EarnMore
  ☆46Updated last year
• ytliu74 / FactorVAE
  Reproduce AAAI22-FactorVAE
  ☆57Updated last year
• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆14Updated 4 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆16Updated 6 months ago
• AutoAlpha2022 / AutoAlpha
  通过遗传算法、强化学习来自动选择高频因子
  ☆24Updated 2 years ago
• thanhtrunghuynh93 / estimate
  ☆62Updated 2 years ago
• Harryx2019 / CI-STHPAN
  Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergrap…
  ☆43Updated 7 months ago
• Sakura-Fire-Capital / DoubleEnsembleML
  Blaze
  ☆14Updated 3 years ago
• joelowj / mtl-tsmom
  Multi Task Learning Time Series Momentum
  ☆18Updated 9 months ago
• taehokimmm / MFSS-XGBoost
  Multi Factor Stock Selection Model with XGBoost Tree Boosting
  ☆8Updated last year
• KurochkinAlexey / SpatioTemporalMomentum
  ☆21Updated last year
• TCtobychen / ListFold
  ☆46Updated 3 years ago
• ARahimiQuant / lead-lag-portfolios
  Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…
  ☆15Updated last year
• goiter / CoCPC
  ☆49Updated 2 years ago
• lixiaojieff / stock-portfolio
  ☆14Updated 3 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆23Updated 2 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆25Updated this week
• Gjl12321 / KG_GCN_Stock_price_trend_prediction_system
  ☆11Updated 2 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆41Updated 4 years ago
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆28Updated last year
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆44Updated 4 years ago
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆28Updated last year
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆42Updated last year
• caozhiy / MATCC
  MATCC: A Novel Approach for Robust Stock Price Prediction Incorporating Market Trends and Cross_time Correlations
  ☆35Updated 4 months ago