noewangjy / csprd_dataset
This is the repository for the paper CSPRD: A Financial Policy Retrieval Dataset for Chinese Stock Market
☆15Updated 6 months ago
Related projects: ⓘ
- ☆97Updated 3 weeks ago
- Large Language Model-based Stock Trading in Simulated Real-world Environments☆43Updated last month
- [WWW'2024] "FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model"☆58Updated last month
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆23Updated 3 years ago
- ☆26Updated 6 months ago
- 金融研报分析小助手☆41Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆37Updated last month
- Code release for "Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models" https://arxiv.org/abs/2…☆87Updated 4 months ago
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆93Updated 6 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 2 years ago
- ☆85Updated 2 months ago
- Implementation of the paper: WeaverBird: Empowering Financial Decision-Making with Large Language Model, Knowledge Base, and Search Engin…☆76Updated 5 months ago
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆29Updated 7 months ago
- Chinese Financial Assistant with Large Language Model☆40Updated 2 weeks ago
- ☆58Updated 2 months ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆62Updated 4 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated 7 months ago
- A new formulaic alpha mining framework for quantitative investment☆46Updated 2 weeks ago
- ☆61Updated 3 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆77Updated 4 months ago
- Papers for AI + quantitative investment☆74Updated last week
- Official Implementation of SimStock : Representation Model for Stock Similarities☆62Updated 3 months ago
- Astock☆201Updated last year
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆99Updated 5 months ago
- ☆25Updated last year
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆156Updated 3 months ago
- Open code for PriceGraph☆65Updated 4 months ago
- Official implementation of PRUDEX-Compass☆36Updated last year
- Fintech literature, including journal, conference, book and useful links☆84Updated 2 years ago
- Implementation of Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts☆21Updated 2 years ago