midas-research / hyper-stockgat-wwwView external linksLinks
Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021
☆20Jul 11, 2021Updated 4 years ago
Alternatives and similar repositories for hyper-stockgat-www
Users that are interested in hyper-stockgat-www are comparing it to the libraries listed below
Sorting:
- Code for Spatiotemporal Hypergraph Convolution Network for Stock Movement Forecasting☆43Jun 13, 2021Updated 4 years ago
- ☆19Oct 6, 2025Updated 4 months ago
- ☆110Jun 8, 2021Updated 4 years ago
- ☆16Oct 6, 2021Updated 4 years ago
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆12Jul 6, 2023Updated 2 years ago
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆17Jun 30, 2020Updated 5 years ago
- Testing and implementation of ML algorithms for the analysis of cryptocurrency trends.☆11Feb 20, 2024Updated last year
- ☆55Mar 14, 2021Updated 4 years ago
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆24May 27, 2021Updated 4 years ago
- Relational Temporal Graph Convolutional Network for Ranking-based Stock Prediction☆49Jul 20, 2021Updated 4 years ago
- Parameter Efficient Deep Probabilistic Forecasting☆14Jan 8, 2022Updated 4 years ago
- A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics☆14Jul 1, 2022Updated 3 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆13Aug 12, 2024Updated last year
- ☆54Apr 2, 2022Updated 3 years ago
- This is the repository for the collection of Graph Neural Network for Financial Technology.☆28Jan 4, 2022Updated 4 years ago
- Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks☆134Apr 20, 2022Updated 3 years ago
- ☆17Mar 8, 2023Updated 2 years ago
- FinRAD: Financial Readability Assessment Dataset - 13,000+ Definitions of Financial Terms for Measuring Readability☆15Nov 2, 2024Updated last year
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆20May 25, 2023Updated 2 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated 11 months ago
- ☆24May 1, 2025Updated 9 months ago
- ☆22Jul 19, 2022Updated 3 years ago
- Contains the implementation of the EDAIN and EDAIN-KL methods proposed in our paper. The research was also part of the thesis I wrote as …☆16Feb 19, 2024Updated last year
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆19Sep 24, 2024Updated last year
- Code for ACL-2023 paper "Measuring Consistency in Text-based Financial Forecasting Models"☆16Jan 22, 2024Updated 2 years ago
- 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 …☆17Feb 24, 2019Updated 6 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Aug 9, 2022Updated 3 years ago
- 🐮首创性地运用Transformer+XDEEPFM预测中国A股单只股票每天的涨跌幅!☆15Mar 29, 2021Updated 4 years ago
- LGBM☆16May 4, 2021Updated 4 years ago
- Source code of FDNet: Focal Decomposed Network for Efficient, Robust and Practical Time Series Forecasting☆14Mar 6, 2024Updated last year
- ☆21Dec 4, 2023Updated 2 years ago
- Multi Task Learning Time Series Momentum☆24May 18, 2024Updated last year
- Stock Price Prediction☆20Sep 20, 2024Updated last year
- ☆20Mar 26, 2021Updated 4 years ago
- ☆21Oct 26, 2020Updated 5 years ago
- The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Infor…☆290Jan 13, 2023Updated 3 years ago
- A Pytorch implementation of paper "Temporal Relational Ranking for Stock Prediction"☆46Apr 13, 2022Updated 3 years ago