SJTU-Quant

MASTER

This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Forecasting. MASTER is a stock transformer for stock price forecasting, which models the momentary and cross-time stock correlation and guide feature selection with market information.

qlib

This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.

DoubleAdapt

The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on the qlib package.

StockMixer

Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".

Quant-Reading-List

Papers for AI + quantitative investment

LIFT

The official implementation of LIFT (ICLR'24). Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators.

awesome-ml-data-quality-papers

Papers about training data quality management for ML models.

SUNNY-GNN

The official implementation of AAAI'24 paper: Self-Interpretable Graph Learning with Sufficient and Necessary Explanations.

interpreters