lixiaojieff / stock-portfolioLinks
☆16Updated 4 years ago
Alternatives and similar repositories for stock-portfolio
Users that are interested in stock-portfolio are comparing it to the libraries listed below
Sorting:
- 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
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆24Updated 2 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆33Updated 8 months ago
- Deep direct reinforcement learning for financial signal representation and trading☆30Updated 5 years ago
- ☆53Updated 8 months ago
- Blaze☆16Updated 4 years ago
- ☆20Updated 10 months ago
- ☆54Updated 3 years ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆13Updated last year
- ☆66Updated last year
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆57Updated 4 years ago
- Official implementation of PRUDEX-Compass☆52Updated 2 years ago
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆17Updated 3 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 8 months ago
- Accepted at AAAI 25 Workshop Long Research Paper☆22Updated 4 months ago
- 强化学习进行量化金融☆38Updated 3 years ago
- ☆30Updated 2 years ago
- Open code for PriceGraph☆73Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- ☆32Updated last year
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆25Updated 4 years ago
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆16Updated 5 years ago
- Reproduce AAAI22-FactorVAE☆67Updated 2 years ago
- ☆72Updated 2 years ago
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆24Updated 4 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆89Updated 5 months ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆53Updated 2 years ago
- ☆15Updated 3 weeks ago
- ☆42Updated 2 years ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆11Updated 4 years ago