机器学习&量化学术交流

本项目目前包括：

MODEL ZOO

MODEL ZOO 结果

FACTOR ZOO

FACTOR ZOO : TOTAL 1049 FACTORS NOW

量价因子

• 振幅
• 标准差
• 高阶矩
• 成交占比
• 流动性
• 量价相关系数
• 极值信息

知识星球

模型，因子相关论文及代码发布地址

QUANT-RESOURCES:

• Awesome-quant awesome-quant

• Awesome-quant(Chinese) awesome-quant
  

PAPERS AND MODELS:

• Time-Series Works and Conferences Time-Series-Works-Conferences

• Time Series Library TSlib

• DDG-DA: Data Distribution Generation for Predictable Concept Drift Adaptation DDG-DA

• Awesome Time Series Forecasting/Prediction Papers TSFpaper

• Temporal 2D-Variation Modeling for General Time Series Analysis TimesNet

• A Survey on Time-Series Pre-Trained Models time-series-ptms

• Pytorch Transformer based Time Series Models transformer-ts

• Generating Synergistic Formulaic Alpha Collections via Reinforcement Learning alphagen

• Awesome-GNN4TS awesome-gnn4ts

• MASTER: Market-Guided Stock Transformer for Stock Price Forecasting MASTER

UPDATING...

欢迎交流