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

• sqc-cser / HTSC_Stock_RL
  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
• lIcIIl / UMI
  ☆16Updated 5 months ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆30Updated 3 years ago
• AutoAlpha2022 / AutoAlpha
  通过遗传算法、强化学习来自动选择高频因子
  ☆23Updated 2 years ago
• weiqingv / DEAP-alpha-learner
  Alpha mining with DEAP-based genetic programming.
  ☆9Updated last year
• jiahaoli57 / LSRE-CAAN
  Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…
  ☆23Updated last year
• Haiyao-Nero / InvariantStock
  ☆32Updated 5 months ago
• joelowj / mtl-tsmom
  Multi Task Learning Time Series Momentum
  ☆21Updated last year
• LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABL
  Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series
  ☆12Updated 10 months ago
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆39Updated last year
• Eric991005 / Multitask-Stockformer
  A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network
  ☆79Updated last month
• han14466 / gplearn_stock_dataframe
  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。
  ☆18Updated last year
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆18Updated 10 months ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆60Updated 10 months ago
• ZhuZhouFan / TWMA
  ☆13Updated 7 months ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆51Updated last year
• XiaHaochong98 / Market-GAN
  Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)
  ☆13Updated last year
• Sakura-Fire-Capital / DoubleEnsembleML
  Blaze
  ☆15Updated 4 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆23Updated 4 years ago
• namm2008 / DRL_stock_trading
  Deep Reinforcement Learning for Stock trading task
  ☆20Updated 4 years ago
• sophialien / FinTech-DPM
  ☆30Updated last year
• ytliu74 / FactorVAE
  Reproduce AAAI22-FactorVAE
  ☆63Updated last year
• DVampire / Storm
  ☆47Updated 4 months ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆33Updated 10 months ago
• DVampire / EarnMore
  ☆60Updated last year
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆95Updated 5 years ago
• lixiaojieff / stock-portfolio
  ☆16Updated 3 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 4 years ago
• MingjieWang0606 / MTMD-Public
  The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…
  ☆29Updated 3 months ago