- database reader.py:数据库读写相关类
- factor backtesting.py:单因子有效性回测代码
- factors.py:因子数据库
- multi factor construction.py:使用Adaboost方法生成组合因子
- pop.py:使用XGBoost和LightBM方法生成组合因子
- tiktok test.py:抖音数据集测试
- Stock_Picking:选股策略生成
- alpha_code:基于构建的因子使用强化学习等方式进行因子生成(在Alphagen论文基础上的改进)
- Econometric Models:是基于计量经济学模型进行时间序列预测相关代码(具体的代码解释在项目的Readme中)
-
Notifications
You must be signed in to change notification settings - Fork 0
Chutiiing/financialProject
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
About
No description, website, or topics provided.
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published