rian-dolphin / ICCBR2021-Financial-TS-Similarity
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 3 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:
- ☆49Updated 3 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆53Updated 3 years ago
- TensorFlow implementation of Z. Hu et al. "Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predict…☆29Updated 8 months ago
- ☆19Updated 3 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆66Updated 3 years ago
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆24Updated 4 years ago
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆21Updated 7 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 3 years ago
- Open code for PriceGraph☆71Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated 2 months ago
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆12Updated last year
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆98Updated 3 years ago
- ☆16Updated 3 years ago
- ☆65Updated 2 years ago
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆15Updated 3 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆79Updated 11 months ago
- Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021☆20Updated 3 years ago
- Stock Movement Prediction Based on Bi-typed Hybrid-relational Market Knowledge Graph via Dual Attention Networks☆53Updated 3 years ago
- ☆12Updated 2 years ago
- This repository houses the datasets/resources used in paper "ChatGPT Informed Graph Neural Network for Stock Movement Prediction". Dive i…☆44Updated last year
- ☆30Updated 4 months ago
- Reproduce AAAI22-FactorVAE☆61Updated last year
- ☆40Updated last year
- The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".☆31Updated 3 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆40Updated 3 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 3 years ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Updated 4 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆34Updated 2 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆73Updated 5 months ago