bw-xu / deep-stock

Deep Learning for Stock Market

deep-stock: Deep Learning for Stock Market

• Paper
  • Survey
  • Indicator
  • Graph Neural Network & Knowledge Graph
  • Public News & Social Media
  • Model
  • Code
• Book
• Data Source
• Website
• Others

Paper

Survey

• Applications of deep learning in stock market prediction: recent progress

Indicator

• Individualized Indicator for All: Stock-wise Technical Indicator Optimization with Stock Embedding
• Investment Behaviors Can Tell What Inside: Exploring Stock Intrinsic Properties for Stock Trend Prediction

Graph Neural Network & Knowledge Graph

• Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis
• Temporal Relational Ranking for Stock Prediction
• Incorporating Corporation Relationship via Graph Convolutional Neural Networks for Stock Price Prediction
• Knowledge-Driven Event Embedding for Stock Prediction

Public News & Social Media

• Hierarchical Complementary Attention Network for Predicting Stock Price Movements with News
• Stock Movement Prediction from Tweets and Historical Prices
• What You Say and How You Say It Matters: Predicting Financial Risk Using Verbal and Vocal Cues

Model

• Enhancing Stock Movement Prediction with Adversarial Training
• Multi-task Recurrent Neural Networks and Higher-order Markov Random Fields for Stock Price Movement Prediction
• Stock Price Prediction via Discovering Multi-Frequency Trading Patterns

Code

The following table is from Applications of deep learning in stock market prediction: recent progress(Table 14: List of articles with public code links.)

Method	Link
Articial neural networks (ANN), decision trees(DT), and support vector machines (SVM) in R	https://github.com/binweng/ShinyStock
State frequency memory (SFM) recurrent network	https://github.com/z331565360/State-Frequency-Memory-stock-prediction
Hybrid attention network (HAN)	https://github.com/gkeng/Listening-to-Chaotic-Whishpers--Code
A deep generative model named Stock-Net	https://github.com/yumoxu/stocknet-code
Adversarial attentive LSTM	https://github.com/fulifeng/Adv-ALSTM
Relational stock ranking (RSR)	https://github.com/fulifeng/Temporal_Relational_Stock_Ranking
Hierarchical graph attention network (HATS)	https://github.com/dmis-lab/hats
Deep Q-Network	https://github.com/lee-jinho/DQN-global-stock-market-prediction/

Book

• The Econometrics of Financial Markets
• Advances in Financial Machine Learning
• Financial Decisions and Markets: A Course in Asset Pricing

Data Source

• Tushare: 一个免费、开源的python财经数据接口包。
• stocknet-dataset: A comprehensive dataset for stock movement prediction from tweets and historical stock prices.
• EarningsCall_Dataset: The earnings conference call dataset of S&P 500 companies
• 新浪财经A股个股新闻数据: 新浪财经网全部A股的个股新闻数据；时间范围：2015-11-01 至2018-01-12；

Website

• 雪球: 聪明的投资者都在这里
• Morningstar: Empowering Investor Success
• Yahoo Finance: Stock Market Live, Quotes, Business & Finance News
• Seeking Alpha: Stock Market Insights
• EarningsCast: Latest Earnings Calls, EarningsCast - Upcoming Earnings Calls

Others

• 知乎专栏：人工智能与量化投资、宏观经济算命师的解签、黄金矿工
• 微信公众号：农药兑水
  
• 微信讨论群因为二维码会过期，大家可以加我微信申请进群，请备注一下姓名-机构-方向: