sophialien / FinTech-DPM
☆27Updated last year
Related projects ⓘ
Alternatives and complementary repositories for FinTech-DPM
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated last year
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆24Updated last month
- ☆14Updated 3 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated 9 months ago
- Official implementation of PRUDEX-Compass☆36Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆43Updated 4 months ago
- ☆31Updated 8 months ago
- ☆39Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆86Updated 7 months ago
- ☆54Updated 2 years ago
- Papers for AI + quantitative investment☆82Updated 2 months ago
- Efficient Continuous Space Policy Optimization for High-frequency Trading (DRPO)☆17Updated last year
- Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://a…☆80Updated 4 months ago
- Implementation of Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts☆24Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆37Updated last year
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆51Updated last year
- This project provides the source code of the paper "Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (IEEE TKDE 2020)".☆16Updated 4 years ago
- ☆49Updated 2 years ago
- ☆83Updated last year
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆49Updated 9 months ago
- ☆23Updated 2 months ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆69Updated 5 months ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆114Updated 4 months ago
- Deep direct reinforcement learning for financial signal representation and trading☆26Updated 4 years ago
- ☆70Updated 4 months ago
- Reproduce AAAI22-FactorVAE☆55Updated last year
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆20Updated last year
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆119Updated 8 months ago
- Fintech literature, including journal, conference, book and useful links☆88Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆43Updated 3 months ago