wencyxu / HRL-HF_risk_factor_setLinks
Accepted at AAAI 25 Workshop Long Research Paper
☆19Updated 2 months ago
Alternatives and similar repositories for HRL-HF_risk_factor_set
Users that are interested in HRL-HF_risk_factor_set are comparing it to the libraries listed below
Sorting:
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆34Updated 2 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- ☆19Updated 7 months ago
- An end-to-end stock factors mining neural network framework.☆41Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆80Updated 2 months ago
- 多因子选股框架☆24Updated 4 years ago
- A Higher-order HMM with EM algo.☆16Updated 3 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆24Updated 2 years ago
- High frequency factors based on order and trade data.☆56Updated last year
- 改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆19Updated last year
- Alpha mining with DEAP-based genetic programming.☆9Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆63Updated 11 months ago
- ☆32Updated 7 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆29Updated 5 months ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 11 months ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 11 months ago
- 升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线☆61Updated last year
- Reproduce AAAI22-FactorVAE☆66Updated last year
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆16Updated 2 years ago
- Blaze☆15Updated 4 years ago
- Stock factor mining with CNN and GRU.☆63Updated 2 years ago
- Multi Task Learning Time Series Momentum☆23Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆13Updated last year
- PyTorch implementation of FactorVAE☆74Updated 8 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆100Updated 7 months ago
- ☆53Updated 3 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆16Updated 2 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