lich99 / Stock_CNN
Implementation of (Re-)Imag(in)ing Price Trends
☆68Updated 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☆58Updated 8 months ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆85Updated 9 months ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆40Updated 4 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 10 months ago
- Reproduce AAAI22-FactorVAE☆60Updated last year
- ☆71Updated 2 years ago
- ☆30Updated 4 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last month
- Stock factor mining with CNN and GRU.☆51Updated 2 years ago
- ☆28Updated last year
- The Implementation of paper (RE)IMAGE(IN)ING PRICE TRENDS by PyTorch☆19Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆128Updated 3 years ago
- Calculate U.S. equity (portfolio) characteristics☆86Updated 8 months ago
- DCC GARCH modeling in Python☆91Updated 5 years ago
- empirical asset pricing☆45Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆118Updated 4 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆37Updated last year
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago
- Implemented some mathematical processings used in the Barra risk model☆26Updated 2 years ago
- This repository hosts my reading notes for academic papers.☆83Updated 3 years ago
- ☆71Updated 4 years ago
- PyTorch implementation of FactorVAE☆63Updated 4 months ago
- Machine learning methods for identifing investment factors☆19Updated 3 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
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆71Updated 9 months ago
- Replication of https://ssrn.com/abstract=3984925☆33Updated last year
- Open code for PriceGraph☆71Updated 11 months ago
- High frequency factors based on order and trade data.☆45Updated last year
- ☆49Updated 4 years ago