pigman0315 / MAN-SFLinks
Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"
☆12Updated 2 years ago
Alternatives and similar repositories for MAN-SF
Users that are interested in MAN-SF are comparing it to the libraries listed below
Sorting:
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Updated 5 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
- ☆52Updated 3 years ago
- ☆16Updated 3 years ago
- Open code for PriceGraph☆71Updated last year
- ☆17Updated 2 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆54Updated 3 years ago
- repository for accepted paper in BigData 2022 conference☆12Updated 2 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆29Updated 4 months ago
- Multi Task Learning Time Series Momentum☆22Updated last year
- 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 …☆16Updated 6 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 11 months ago
- ☆28Updated last year
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 4 months ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆42Updated 5 years ago
- Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks☆129Updated 3 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆14Updated 2 years ago
- The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".☆31Updated 3 years ago
- A curated list of time series prediction resources.☆54Updated 3 years ago
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆24Updated 4 years ago
- ☆19Updated 4 years ago
- Markov decision processes under model uncertainty☆16Updated 3 years ago
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆16Updated last year
- Code for Spatiotemporal Hypergraph Convolution Network for Stock Movement Forecasting☆41Updated 4 years ago
- ☆65Updated 2 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Updated 3 years ago
- Implementation of (Re-)Imag(in)ing Price Trends☆72Updated 3 years ago
- A repository for machine learning based investment strategies☆27Updated 5 years ago
- Unofficial PyTorch implementation of FactorVAE☆20Updated 2 years ago
- This repository relates to the paper "Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Oppor…☆21Updated 3 years ago