mulkkyul / lstm-initStatesLinks
The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"
☆11Updated 5 years ago
Alternatives and similar repositories for lstm-initStates
Users that are interested in lstm-initStates are comparing it to the libraries listed below
Sorting:
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆12Updated 2 years ago
- 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
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆14Updated 2 years ago
- ☆10Updated 6 years ago
- This repository relates to the paper "Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Oppor…☆21Updated 4 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 7 months ago
- repository for accepted paper in BigData 2022 conference☆13Updated 2 years ago
- The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".☆32Updated 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
- This is a tensorflow-keras implementation of our paper "Attention Based Dynamic Graph Learning Framework for Asset Pricing"☆14Updated 3 years ago
- ☆16Updated 4 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆56Updated 4 years ago
- ☆18Updated 3 years ago
- Open code for PriceGraph☆72Updated last year
- Inference model for stock prediction using Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting☆13Updated last year
- The source code of paper "Multi-step-ahead Prediction from Short-term Data by Delay-Embedding-based Forecast Machine"☆15Updated last year
- This repository contains solution for prediction of stock price returns☆14Updated 6 years ago
- ☆22Updated 3 years ago
- ☆19Updated 4 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆18Updated 2 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 3 years ago
- Markov decision processes under model uncertainty☆16Updated 3 years ago
- The official repository for paper Evaluating Financial Relational Graphs: Interpretation Before Prediction☆14Updated 9 months ago
- ☆31Updated last year
- Time-Series Momentum Strategies☆12Updated 7 years ago
- ☆19Updated 8 years ago
- ☆14Updated 5 years ago
- The code for Fuzzy Investment Counselor (FIC) and Markowitz portfolio theory for stock investment☆14Updated 5 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆14Updated 4 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 …☆17Updated 6 years ago