lich99 / Stock_CNN
Implementation of (Re-)Imag(in)ing Price Trends
☆59Updated 2 years ago
Alternatives and similar repositories for Stock_CNN:
Users that are interested in Stock_CNN are comparing it to the libraries listed below
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆51Updated 6 months ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆38Updated 4 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆77Updated 7 months ago
- ☆68Updated 2 years ago
- Reproduce AAAI22-FactorVAE☆56Updated last year
- ☆28Updated 4 years ago
- This repository hosts my reading notes for academic papers.☆81Updated 3 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last year
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆123Updated 3 years ago
- PyTorch implementation of FactorVAE☆59Updated 3 months ago
- DCC GARCH modeling in Python☆90Updated 5 years ago
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆16Updated 8 months ago
- empirical asset pricing☆44Updated 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
- Implemented some mathematical processings used in the Barra risk model☆25Updated last year
- ☆49Updated 2 years ago
- Calculate U.S. equity (portfolio) characteristics☆86Updated 6 months ago
- Machine learning methods for identifing investment factors☆18Updated 2 years ago
- The Implementation of paper (RE)IMAGE(IN)ING PRICE TRENDS by PyTorch☆17Updated 3 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years 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☆31Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆65Updated 7 months ago
- Equity return and characteristics of China A-Share market☆14Updated last year
- DCC-GARCH(1,1) for multivariate normal distribution.☆58Updated last year
- Empirical asset pricing via Machine Learning in the Korean market☆35Updated 11 months ago
- ☆62Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆74Updated 8 months ago
- Replication of https://ssrn.com/abstract=3984925☆28Updated 10 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated 11 months ago
- ☆46Updated 3 years ago