xfx88's repositories
alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
Attention-CLX-stock-prediction
Attention-based CNN-LSTM and XGBoost hybrid model for stock prediction
Autoencoder-Asset-Pricing-Models
Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
Autoformer
About Code release for "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting" (NeurIPS 2021), https://arxiv.org/abs/2106.13008
CNN-for-Trading
Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
combo
(AAAI' 20) A Python Toolbox for Machine Learning Model Combination
coral-pytorch
CORAL and CORN implementations for ordinal regression with deep neural networks.
ctpbee
一键启动的超快乐期货实盘交易框架 支持ctp和ctp_mini
deepdow
Portfolio optimization with deep learning.
deeplearning-models
A collection of various deep learning architectures, models, and tips
DLinear
This is an official implementation for "Are Transformers Effective for Time Series Forecasting?"
DoubleAdapt
The official API of DoubleAdapt (KDD'23), an incremental learning framework, WITHOUT dependencies on the qlib package.
EmbeddingPortfolio
A repository for portfolio allocation based on embedding data representation
fairlearn
A Python package to assess and improve fairness of machine learning models.
FeatureSelectionGA
Feature Selection using Genetic Algorithm (DEAP Framework)
LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
M5-methods
Data, Benchmarks, and methods submitted to the M5 forecasting competition
MetaOptNet
Meta-Learning with Differentiable Convex Optimization (CVPR 2019 Oral)
ML-HFT
High frequency trading (HFT) strategies built for futures using machine learning and deep learning techniques
NeuroKit
NeuroKit2: The Python Toolbox for Neurophysiological Signal Processing
ppscore
Predictive Power Score (PPS) in Python
rtdl
Research on Tabular Deep Learning
scikit-posthocs
Multiple Pairwise Comparisons (Post Hoc) Tests in Python
SGD-HFT-Intern
T0 intern at SGD Capital management
Stock_ML
Quantitive Investment Research Frame.
tabformer
The pioneering neural network surpassing extremely-tuned XGboost and Catboost on varied tabular datasets.
XtQuant
迅投QMT接口