lvksh / 2020WN_CS545
Try to implement Hybrid Attention Net mentioned in 'Listening to Chaotic Whispers'
☆11Updated 3 years ago
Alternatives and similar repositories for 2020WN_CS545:
Users that are interested in 2020WN_CS545 are comparing it to the libraries listed below
- TensorFlow implementation of Z. Hu et al. "Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predict…☆29Updated 5 months ago
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆23Updated 4 years ago
- 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。☆13Updated 2 years ago
- ☆59Updated 4 years ago
- Stock prediction from news with deep learning☆8Updated 6 years ago
- Unofficial PyTorch implementation of FactorVAE☆18Updated last year
- 复现AAAI-21-STHAN-SR☆10Updated last year
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆52Updated 3 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- ☆14Updated 9 months ago
- data and code for coling2018 paper☆22Updated 2 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years 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
- Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergrap…☆43Updated 7 months ago
- ☆52Updated 4 years ago
- ☆62Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- ☆14Updated 3 years ago
- The Implementation of paper (RE)IMAGE(IN)ING PRICE TRENDS by PyTorch☆17Updated 3 years ago
- Multi Task Learning Time Series Momentum☆18Updated 9 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last year
- Code for PROFIT: Quantitative Day Trading From Natural Language Using Reinforcement Learning at NAACL 2021☆26Updated 3 years ago
- Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021☆20Updated 3 years ago
- 一些研报的复现☆12Updated 6 years ago
- Multi-scale Two-way Deep Neural Network☆44Updated 4 years ago
- Reproduce AAAI22-FactorVAE☆56Updated last year
- ☆49Updated 2 years ago
- ☆11Updated 2 years ago
- ☆17Updated 4 years ago
- High frequency factors based on order and trade data.☆40Updated last year