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moshengshi's Projects
448project
High Frequency Trading
alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
grokking-deep-learning
this repository accompanies the book "Grokking Deep Learning"
master
This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Forecasting. MASTER is a stock transformer for stock price forecasting, which models the momentary and cross-time stock correlation and guide feature selection with market information.
practical-matlab-deep-learning
Source Code for 'Practical MATLAB Deep Learning' by Michael Paluszek and Stephanie Thomas
pytorch-transformer-ts
Repository of Transformer based PyTorch Time Series Models
tfb
TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods (PVLDB 2024) https://arxiv.org/pdf/2403.20150.pdf
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