量化研究-券商金工研报复现

A fast, distributed, high performance gradient boosting (GBT, GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning …

CN Commodity futures market is D E A D. Now I'm sharing this with you.

The official HelloMeme GitHub site

A Library for Advanced Deep Time Series Models.

A simple C++11 Thread Pool implementation

This repository contains a reading list of papers on Time Series Forecasting/Prediction (TSF) and Spatio-Temporal Forecasting/Prediction (STF). These papers are mainly categorized according to the …

[ICLR 2024] Official implementation of "TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting"

Google Research

Time series forecasting with PyTorch

Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://arxiv.org/abs/2309.00073

Time series forecasting

强化学习的数学原理代码练习

Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergraph

About Code release for "TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis" (ICLR 2023), https://openreview.net/pdf?id=ju_Uqw384Oq

强化学习中文教程（蘑菇书🍄），在线阅读地址：https://datawhalechina.github.io/easy-rl/

This code is a version of implement of the essay named Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies

A Python library that implements ״Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting״

[AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"

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

PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".

AI技术换脸源码

Methods to get the probability of a changepoint in a time series.

A modern C++ library for reading, writing, and analyzing CSV (and similar) files.

Code release of paper "MICN: Multi-scale Local and Global Context Modeling for Long-term Series Forecasting" (ICLR 2023)

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).