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[ICDE'2023] When Spatio-Temporal Meet Wavelets: Disentangled Traffic Forecasting via Efficient Spectral Graph Attention Networks
A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network
🤗 Transformers: State-of-the-art Machine Learning for Pytorch, TensorFlow, and JAX.
Time series forecasting with PyTorch
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 for…
Predict stock with LSTM supporting pytorch, keras and tensorflow
量化交易工具。同花顺手机版模拟炒股python API,基于uiautomator2和图色方法实现。【可自行扩展到实盘】
efinance 是一个可以快速获取基金、股票、债券、期货数据的 Python 库,回测以及量化交易的好帮手!🚀🚀🚀
使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合,有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收益率的极度敏感性这两大问题。本项目使用美国市场2009年-2019年十年间的10只股票数据进行回测,证明了合理观点对资产…
Volume Weighted Average Price Optimal Execution
🐗 🐻 Deep Learning based Python Library for Stock Market Prediction and Modelling
本项目将《动手学深度学习》(Dive into Deep Learning)原书中的MXNet实现改为PyTorch实现。
This project reproduces the book Dive Into Deep Learning (https://d2l.ai/), adapting the code from MXNet into PyTorch.
A lightweight conic solver for second-order cone programming.
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Using python and scikit-learn to make stock predictions
Technical Indicators used in Stock Market Analysis
A IBM Developer code pattern for Watson Studio: forecast the stock market with Python Notebooks, SPSS Modeler, Data Refinery, and other Watson Studio tools.