Alternatives and similar repositories for State_Frequency_Memory_Pytorch:

Users that are interested in State_Frequency_Memory_Pytorch are comparing it to the libraries listed below

• Wentao-Xu / IGMTF
  The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".
  ☆29Updated 3 years ago
• SirAlex900 / FeatureProgramming
  ☆41Updated last year
• NikoLee18 / silly_HOHMM
  A Higher-order HMM with EM algo.
  ☆15Updated 2 years ago
• Haiyao-Nero / InvariantStock
  ☆28Updated last month
• VarML / TACR
  ☆40Updated 2 years ago
• JDE65 / CustomLoss
  Custom Loss functions for asset return prediction with deep learning regression
  ☆34Updated 2 years ago
• DVampire / EarnMore
  ☆46Updated 11 months ago
• Sakura-Fire-Capital / DoubleEnsembleML
  Blaze
  ☆12Updated 3 years ago
• Lingfeng158 / TFJ-DRL-Replication
  A paper replication project for Time-driven feature-aware jointly deep reinforcement learning
  ☆12Updated 3 years ago
• marscrazy / MTDNN
  Multi-scale Two-way Deep Neural Network
  ☆44Updated 4 years ago
• amwatt / thermal_optimal_path
  Dynamic lead/lag inference for time series
  ☆15Updated 5 years ago
• TCtobychen / ListFold
  ☆46Updated 3 years ago
• thanhtrunghuynh93 / estimate
  ☆62Updated 2 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆21Updated 4 years ago
• AshengLin / FDRNN
  Deep Direct Reinforcement Learning for Financial Signal Representation and Trading(http://cslt.riit.tsinghua.edu.cn/mediawiki/images/a/aa…
  ☆29Updated 5 years ago
• goiter / CoCPC
  ☆49Updated 2 years ago
• Eric991005 / Multitask-Stockformer
  A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network
  ☆65Updated 7 months ago
• MingjieWang0606 / MTMD-Public
  The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…
  ☆28Updated last year
• BGasperov / drlformm
  This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…
  ☆54Updated last year
• Yoontae6719 / SimStock-Representation-Model-for-Stock-Similarities
  Official Implementation of SimStock : Representation Model for Stock Similarities
  ☆74Updated 8 months ago
• JennyCCDD / Empirical_asset_pricing_via_boosting
  Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.
  ☆14Updated 5 years ago
• zzw-zwzhang / Awesome-of-Time-Series-Prediction
  A curated list of time series prediction resources.
  ☆53Updated 3 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• szy1900 / autoAlpha
  The source code for the paper
  ☆19Updated last year
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆44Updated 4 years ago
• EduardoRamosP / MultiTransformer
  Transformer and MultiTransformer layers for stock volatility forecasting purposes
  ☆65Updated 3 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆25Updated 4 months ago
• yuxiangalvin / Stock-Move-Prediction-with-Adversarial-Training-Replicate
  This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.
  ☆20Updated 3 years ago
• zhoutf / finance_gan
  Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.
  ☆16Updated 6 years ago