ytliu74 / FactorVAEView external linksLinks
Reproduce AAAI22-FactorVAE
☆70Sep 18, 2023Updated 2 years ago
Alternatives and similar repositories for FactorVAE
Users that are interested in FactorVAE are comparing it to the libraries listed below
Sorting:
- PyTorch implementation of FactorVAE☆91Nov 21, 2024Updated last year
- Unofficial PyTorch implementation of FactorVAE☆21Jun 1, 2023Updated 2 years ago
- repository for accepted paper in BigData 2022 conference☆12Jul 17, 2023Updated 2 years ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆52May 19, 2020Updated 5 years ago
- ☆69Jun 16, 2024Updated last year
- ☆24Jan 1, 2025Updated last year
- ☆77Nov 16, 2022Updated 3 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated 11 months ago
- 通过遗传算法、强化学习来自动选择高频因子☆26Jan 5, 2023Updated 3 years ago
- ☆35Jan 1, 2025Updated last year
- This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Fo…☆406Jun 26, 2025Updated 7 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆112Dec 25, 2024Updated last year
- ☆92Nov 22, 2024Updated last year
- FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting☆118Aug 22, 2025Updated 5 months ago
- ☆30Mar 13, 2024Updated last year
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆14Oct 11, 2023Updated 2 years ago
- ☆11Oct 11, 2022Updated 3 years ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Dec 6, 2022Updated 3 years ago
- Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019☆183Sep 7, 2019Updated 6 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆139Aug 17, 2025Updated 5 months ago
- ☆58Feb 7, 2025Updated last year
- The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Infor…☆290Jan 13, 2023Updated 3 years ago
- ☆11Mar 31, 2024Updated last year
- ☆15Mar 14, 2023Updated 2 years ago
- Fourier Spatial-Temporal Network for Multivariate Time Series Forecasting☆11Jan 1, 2023Updated 3 years ago
- Based on paper Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning☆12Dec 24, 2022Updated 3 years ago
- Sentiment Analysis On Financial News Headlines With BERT & FinBERT☆12Feb 21, 2023Updated 2 years ago
- ☆23Nov 7, 2025Updated 3 months ago
- Try to implement Hybrid Attention Net mentioned in 'Listening to Chaotic Whispers'☆11Feb 28, 2021Updated 4 years ago
- Relational Temporal Graph Convolutional Network for Ranking-based Stock Prediction☆49Jul 20, 2021Updated 4 years ago
- A dataset of financial news is used to fine-tune BERT in order to extract investment opportunities.☆27May 10, 2021Updated 4 years ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆16Feb 16, 2024Updated last year
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- 这个项目使用tushare中所有的财经快讯新闻（2018年至今）训练了tfhub中预训练模型bert-base-chinese模型，使之更加符合中文的财经新闻语境。☆12Dec 9, 2022Updated 3 years ago
- ☆54Apr 2, 2022Updated 3 years ago
- ☆30Jul 21, 2023Updated 2 years ago
- ☆34May 20, 2024Updated last year
- Stock Movement Prediction Based on Bi-typed Hybrid-relational Market Knowledge Graph via Dual Attention Networks☆55Apr 24, 2022Updated 3 years ago
- repository for Unbiased Gradient Boosting Decision Tree with Unbiased Feature Importance☆30Jun 12, 2023Updated 2 years ago