marcuswang6 / stock-top-papers
Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, IJCAI, ACL, EMNLP.
☆298Updated 3 months ago
Alternatives and similar repositories for stock-top-papers:
Users that are interested in stock-top-papers are comparing it to the libraries listed below
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆304Updated 4 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆123Updated 4 months ago
- Papers for AI + quantitative investment☆113Updated 7 months ago
- Awesome financial time series forecasting papers and codes☆82Updated last month
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago
- 量化机器学习/深度学习模型（Model Zoo）；Alpha 因子（Factor Zoo）； 量化资源以及相关论文代码☆9Updated last week
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆684Updated 4 months ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆174Updated 7 months ago
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆286Updated 11 months ago
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆282Updated last year
- The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Infor…☆262Updated 2 years ago
- PyTorch implementation of FactorVAE☆65Updated 5 months ago
- This is the project for deep learning in stock market prediction.☆220Updated 4 months ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆517Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆97Updated 11 months ago
- Astock☆226Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆140Updated 9 months ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆505Updated 6 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆177Updated last year
- Using Transformer deep learning architecture to predict stock prices.☆212Updated 4 months ago
- FNSPID: A Comprehensive Financial News Dataset in Time Series☆197Updated 4 months ago
- Code for paper "Temporal Relational Ranking for Stock Prediction"☆480Updated 4 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆59Updated 8 months ago
- Deep Learning Statistical Arbitrage☆225Updated 2 years ago
- 因子回测框架☆110Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆93Updated 3 months ago
- ☆51Updated last year
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆245Updated 2 years ago
- A collection and review of top CS conference papers in AI for Finance☆41Updated 5 months ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆460Updated 3 years ago