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
  ☆35Updated 2 years ago
• Eric991005 / Multitask-Stockformer
  A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network
  ☆85Updated 4 months ago
• lIcIIl / UMI
  ☆20Updated 8 months 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.
  ☆11Updated 2 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆32Updated 4 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆63Updated last year
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆44Updated 2 years ago
• ytliu74 / FactorVAE
  Reproduce AAAI22-FactorVAE
  ☆67Updated last year
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆35Updated last year
• Haiyao-Nero / InvariantStock
  ☆33Updated 8 months ago
• goiter / CoCPC
  ☆53Updated 3 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆26Updated 4 years ago
• ACEACEjasonhuang / gplearnplus
  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
• XiaHaochong98 / Market-GAN
  Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)
  ☆13Updated last year
• ZhuZhouFan / TWMA
  ☆13Updated 10 months ago
• NikoLee18 / silly_HOHMM
  A Higher-order HMM with EM algo.
  ☆16Updated 3 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆60Updated last year
• joelowj / mtl-tsmom
  Multi Task Learning Time Series Momentum
  ☆23Updated last year
• ZhuZhouFan / CQVAE
  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
• 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。
  ☆20Updated last year
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆97Updated 5 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…
  ☆30Updated 6 months ago
• SJTU-DMTai / DoubleAdapt
  The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…
  ☆106Updated 8 months ago
• Sakura-Fire-Capital / DoubleEnsembleML
  Blaze
  ☆15Updated 4 years ago
• jiahaoli57 / LSRE-CAAN
  Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…
  ☆24Updated 2 years ago
• Eric991005 / Stockformer
  StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks
  ☆117Updated last year
• Neural-Finance / XGboost_Index-Enhancement-Strategy
  【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …
  ☆16Updated 2 years ago
• xic18 / High-frequency-prediction-of-stock-returns
  High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.
  ☆17Updated 2 years ago
• x7jeon8gi / FactorVAE
  PyTorch implementation of FactorVAE
  ☆79Updated 9 months ago