ytliu74 / FactorVAE
Reproduce AAAI22-FactorVAE
☆60Updated last year
Alternatives and similar repositories for FactorVAE:
Users that are interested in FactorVAE are comparing it to the libraries listed below
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆16Updated 11 months ago
- PyTorch implementation of FactorVAE☆66Updated 5 months ago
- ☆49Updated 3 years ago
- Implementation of (Re-)Imag(in)ing Price Trends☆69Updated 2 years ago
- ☆65Updated 2 years ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆40Updated 4 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆59Updated 8 months ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆79Updated 10 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated 2 months ago
- Open code for PriceGraph☆71Updated last year
- ☆54Updated last year
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆93Updated 4 months ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆53Updated 3 years ago
- The implementation of "modeling financial time-series with generative adversarial networks"☆62Updated 2 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆66Updated 3 years ago
- Awesome financial time series forecasting papers and codes☆94Updated last month
- ☆51Updated 4 years ago
- ☆30Updated 4 months ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆87Updated 9 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆71Updated 10 months ago
- Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks☆128Updated 3 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- ☆41Updated last year
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆106Updated 11 months ago
- Implemented some mathematical processings used in the Barra risk model☆27Updated 2 years ago
- This is the project for deep learning in stock market prediction.☆220Updated 4 months ago
- Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://a…☆96Updated 10 months ago
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆23Updated 3 years ago