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adgat

Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks

autoformer

About Code release for "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting" (NeurIPS 2021), https://arxiv.org/abs/2106.13008

awesome-free-chatgpt

免费的 ChatGPT 镜像网站列表，持续更新。List of free ChatGPT mirror sites, continuously updated.

awesome-of-time-series-prediction

awesome-quant

**的Quant相关资源索引

awesome-time-series-database

:clock7: A curated list of awesome time series databases, benchmarks and papers

config-files

vim, shell等配置文件

cs-self-learning

计算机自学指南

d2l-en

Interactive deep learning book with multi-framework code, math, and discussions. Adopted at 300 universities from 55 countries including Stanford, MIT, Harvard, and Cambridge.

deep-learning-time-series

List of papers, code and experiments using deep learning for time series forecasting

deeplearning_financial

Attempt to replicate: A deep learning framework for financial time series using stacked autoencoders and long- short term memory

deeplearningfortimeseriesforecasting

A tutorial demonstrating how to implement deep learning models for time series forecasting

estimate

fi2010

FI2010 Dataset (Personal use) https://etsin.fairdata.fi/dataset/73eb48d7-4dbc-4a10-a52a-da745b47a649

financial_ranknet

Implements multi-channels RankNet to rank stocks in PyTorch

gplearnfinance3d

对GPLearn完成了三维改造，并且增加了IC,IR,RankIC等指标，增加了样本内样本外的数据保存，增加了基于IC追踪所有generation中符合要求的因子并保存的功能。

graph-wavenet

Modifications to Graph Wavenet

kdd-time-series

listwise-ltr-approach-using-adarank-kyragroup

INRE Project

lob-feature-analysis

Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.

ltsf-linear

This is the official implementation for AAAI-23 Oral paper "Are Transformers Effective for Time Series Forecasting?"

missing-semester

The Missing Semester of Your CS Education 📚

mtgnn

nju-review-materials

📝 南哪课程复习资料 Review materials for NJU

paper-notes

sthan-sr-aaai

temporal_relational_stock_ranking

Code for paper "Temporal Relational Ranking for Stock Prediction"

time-series-library

A Library for Advanced Deep Time Series Models.

timeseriesdeepclustering

This is the code corresponding to the experiments conducted for the work "End-to-end deep representation learning for time series clustering: a comparative study" (Baptiste Lafabregue, Jonathan Weber, Pierre Gançarki & Germain Forestier)

trade-ml-papers

"Finding such a person makes everyone else appear so ordinary…and if anything happens to him, you’ve got nothing left but to return to the ordinary world, and a kind of isolation that never existed before."― Alan Turing