rian-dolphin / ICCBR2021-Financial-TS-SimilarityLinks
This repository relates to the paper "Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Opportunities" which was published in the proceedings of the International Conference on Case Based Reasoning (ICCBR) 2021
☆21Updated 4 years ago
Alternatives and similar repositories for ICCBR2021-Financial-TS-Similarity
Users that are interested in ICCBR2021-Financial-TS-Similarity 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
- ☆18Updated 3 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆57Updated 4 years ago
- Open code for PriceGraph☆71Updated last year
- ☆53Updated 3 years ago
- Stock prediction thru TFT☆37Updated 3 years ago
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Updated 4 years ago
- https://arxiv.org/abs/2006.04992☆19Updated 4 years ago
- ☆19Updated 4 years ago
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆12Updated 2 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆72Updated 4 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 3 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆29Updated 6 months ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 6 months 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
- Official Implementation of SimStock : Representation Model for Stock Similarities☆84Updated last year
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆24Updated 4 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆77Updated 8 months ago
- Stock Movement Prediction Based on Bi-typed Hybrid-relational Market Knowledge Graph via Dual Attention Networks☆54Updated 3 years ago
- Stock price prediction using a Temporal Fusion Transformer☆112Updated 2 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆14Updated 2 years ago
- Stock Prediction usning Transformer NN☆84Updated 6 years ago
- ☆28Updated last year
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆99Updated 3 years ago
- The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".☆32Updated 3 years ago
- Time-Series Momentum Strategies☆12Updated 7 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
- A curated list of time series prediction resources.☆54Updated 3 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
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago