x7jeon8gi / FactorVAE
PyTorch implementation of FactorVAE
☆51Updated 2 months ago
Related projects ⓘ
Alternatives and complementary repositories for FactorVAE
- Reproduce AAAI22-FactorVAE☆55Updated last year
- A new formulaic alpha mining framework for quantitative investment☆78Updated 2 months ago
- ☆17Updated 2 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 code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆101Updated 7 months ago
- Papers for AI + quantitative investment☆79Updated last month
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆42Updated 3 months ago
- Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergrap…☆38Updated 4 months ago
- 复现AAAI-21-STHAN-SR☆10Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆85Updated 6 months ago
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆15Updated 5 months ago
- Stock factor mining with CNN and GRU.☆40Updated last year
- High frequency factors based on order and trade data.☆32Updated 10 months ago
- ☆23Updated last year
- ☆53Updated last year
- 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☆26Updated 2 years ago
- ☆31Updated 8 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆102Updated 6 months ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated last year
- Official Implementation of SimStock : Representation Model for Stock Similarities☆69Updated 4 months ago
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆163Updated 2 weeks ago
- Implemented some mathematical processings used in the Barra risk model☆22Updated last year
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆67Updated 4 months ago
- 量化机器学习/深度学习模型（Model Zoo）；Alpha 因子（Factor Zoo）； 量化资源以及相关论文代码☆188Updated 4 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☆53Updated 9 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆87Updated 5 months ago
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆23Updated 3 weeks ago
- ☆77Updated 3 months ago
- 因子回测框架☆89Updated last year