Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, IJCAI, ACL, EMNLP.

Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.

[CVPR 2024] SinSR: Diffusion-Based Image Super-Resolution in a Single Step

Official implementation for "PEAC: Unsupervised Pre-training for Cross-Embodiment Reinforcement Learning" (NeurIPS 2024)

中国的Quant相关资源索引

Python package for implementing a number of Machine Learning, Randomized Optimization and SEarch algorithms.

Code used for the paper "Linguistic Features for Readability Assessment" (Deutsch, Jasbi, and Shieber 2020)

FinRAD: Financial Readability Assessment Dataset - 13,000+ Definitions of Financial Terms for Measuring Readability

Open code for PriceGraph

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

Real-Time Financial Market Data Processing and Prediction application

The "antiCPy" package provides tools to monitor destabilization because of varying control parameters or the influence of noise. Based on early warning measures it provides an extrapolation tool to…

node2vec implementation in C++

Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets

Repository of notes, code and notebooks in Python for the book Pattern Recognition and Machine Learning by Christopher Bishop

BOND: BERT-Assisted Open-Domain Name Entity Recognition with Distant Supervision

中文 预训练 ELECTRA 模型: 基于对抗学习 pretrain Chinese Model

Pre-trained Chinese ELECTRA（中文ELECTRA预训练模型）

We start a company-name recognition task with a small scale and low quality training data, then using skills to enhanced model training speed and predicting performance with least artificial partic…

A collection of homeworks of market microstructure models.

The Feature Contribution-based Market Style Discriminator (FC-MSD) proposes a new approach for discriminating market styles. It discriminates the market styles according to features' Gini Index obt…

Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas…

HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction

Collection of algorithms for online portfolio selection

Code for paper "Temporal Relational Ranking for Stock Prediction"

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