lvksh / 2020WN_CS545Links
Try to implement Hybrid Attention Net mentioned in 'Listening to Chaotic Whispers'
☆11Updated 4 years ago
Alternatives and similar repositories for 2020WN_CS545
Users that are interested in 2020WN_CS545 are comparing it to the libraries listed below
Sorting:
- 这个项目使用tushare中所有的财经快讯新闻（2018年至今）训练了tfhub中预训练模型bert-base-chinese模型，使之更加符合中文的财经新闻语境。☆12Updated 2 years ago
- Unofficial PyTorch implementation of FactorVAE☆20Updated 2 years ago
- TensorFlow implementation of Z. Hu et al. "Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predict…☆29Updated 11 months ago
- ☆19Updated 4 years ago
- ☆59Updated 5 years ago
- ☆18Updated 3 years ago
- Code for PROFIT: Quantitative Day Trading From Natural Language Using Reinforcement Learning at NAACL 2021☆27Updated 4 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆56Updated 3 years ago
- Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021☆20Updated 4 years ago
- Stock prediction from news with deep learning☆8Updated 6 years ago
- ☆53Updated 5 years ago
- ☆65Updated 4 years ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Updated 5 years ago
- Multi Task Learning Time Series Momentum☆23Updated last year
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆16Updated 6 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Stock Movement Prediction Based on Bi-typed Hybrid-relational Market Knowledge Graph via Dual Attention Networks☆54Updated 3 years ago
- ☆16Updated 3 years ago
- ☆53Updated 3 years ago
- A dataset of financial news is used to fine-tune BERT in order to extract investment opportunities.☆26Updated 4 years ago
- Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergrap…☆1Updated last year
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆24Updated 4 years ago
- Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks☆130Updated 3 years ago
- The NLP News Sentiment Factor Trading Strategy for a Portfolio of S&P 500 Stocks☆12Updated 5 years ago
- ☆67Updated 2 years ago
- ☆28Updated last year
- [ACL 2021-Findings] Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading."☆118Updated 3 years ago
- We apply from rule-based approach to BERT for a sentiment analysis task on financial texts.☆12Updated 3 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆29Updated 5 months ago
- Code for IJCAI 2021 main conference paper "Long-term, Short-term and Sudden Event: Trading Volume Movement Prediction with Graph-based M…☆23Updated 3 years ago