lich99 / Stock_CNNLinks
Implementation of (Re-)Imag(in)ing Price Trends
☆84Updated 3 years ago
Alternatives and similar repositories for Stock_CNN
Users that are interested in Stock_CNN are comparing it to the libraries listed below
Sorting:
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆69Updated 4 months ago
- Reproduce AAAI22-FactorVAE☆70Updated 2 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆139Updated 5 months ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆52Updated 5 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆147Updated 4 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆126Updated 5 years ago
- PyTorch implementation of FactorVAE☆91Updated last year
- Implemented some mathematical processings used in the Barra risk model☆37Updated 2 years ago
- DCC GARCH modeling in Python☆102Updated 6 years ago
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆17Updated last year
- This repository hosts my reading notes for academic papers.☆97Updated 4 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆97Updated 8 months ago
- Replication of https://ssrn.com/abstract=3984925☆54Updated last year
- ☆80Updated 3 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆25Updated 3 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- Official Implementation of SimStock : Representation Model for Stock Similarities☆86Updated last year
- ☆54Updated 3 years ago
- ☆55Updated 4 years ago
- Papers for AI + quantitative investment☆135Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Updated 11 months ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆49Updated 4 years ago
- Instrumented Principal Components Analysis☆248Updated 3 years ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆144Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆112Updated last year
- Fintech literature, including journal, conference, book and useful links☆99Updated 3 years ago
- ☆165Updated 2 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆25Updated 8 months ago
- Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test va…☆25Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆67Updated 5 years ago