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JingYu Ji's starred repositories

Nonstationary_Transformers

Code release for "Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting" (NeurIPS 2022), https://arxiv.org/abs/2205.14415

Language:PythonMIT44100

Financial-GraphAttention

FinGAT: A Financial Graph Attention Networkto Recommend Top-K Profitable Stocks

Language:Python9400

DL4Stock

This is the project for deep learning in stock market prediction.

19800

PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Language:Jupyter NotebookMIT419900

Stock-Prediction-and-Quantitative-Analysis-Based-on-Machine-Learning-Method

This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in China Securities Index 800 Index through the machine method. The investment system pipeline has been implemented including data acquirement, data preprocessing, model tuning and selection based on the XGBoost boosted tree model.

Language:PythonMPL-2.05500

stock

30天掌握量化交易 (持续更新)

Language:PythonBSD-3-Clause487700

QTC2019

This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis CTA strategy, real-time stock selection and timing strategy, etc.).

Language:Jupyter Notebook4100

sthgcn-icdm

Code for Spatiotemporal Hypergraph Convolution Network for Stock Movement Forecasting

Language:Python3400

ranking

Learning to Rank in TensorFlow

Language:PythonApache-2.0271900

pytorch-examples

train models in pytorch, Learn to Rank, Collaborative Filter, Heterogeneous Treatment Effect, Uplift Modeling, etc

Language:Python17100

learning_to_rank

利用lightgbm做(learning to rank)排序学习，包括数据处理、模型训练、模型决策可视化、模型可解释性以及预测等。Use LightGBM to learn ranking, including data processing, model training, model decision visualization, model interpretability and prediction, etc.

Language:Python24700

LightGCN-PyTorch

The PyTorch implementation of LightGCN

Language:Python78900

pygrank

Recommendation algorithms for large graphs

Language:PythonApache-2.03000

pytorch_geometric

Graph Neural Network Library for PyTorch

Language:PythonMIT2040700

ADGAT

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

Language:PythonMIT11500

Temporal_Relational_Stock_Ranking

Code for paper "Temporal Relational Ranking for Stock Prediction"

Language:PythonAGPL-3.041800

sthan-sr-aaai

Language:Python9400

LightGBM

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 tasks.

Language:C++MIT1617600

LambdaMart

Python implementation of LambdaMart

Language:PythonMIT17600

GNNRank

Official code for the ICML2022 paper -- GNNRank: Learning Global Rankings from Pairwise Comparisons via Directed Graph Neural Networks

Language:Jupyter NotebookMIT4800

HIST

The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".

Language:Python22800

MultiFactor

Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.

Language:Jupyter Notebook4500

JiJingYu