pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"

Official code for ACT: Empowering Decision Transformer with Dynamic Programming via Advantage Conditioning (AAAI'24)

[Paper][Preprint 2024] MyGO: Discrete Modality Information as Fine-Grained Tokens for Multi-modal Knowledge Graph Completion

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

Papers for AI + quantitative investment

This is the repo for the survey of LLM4IR.

Graphs for Everyone

[WWW'22] Towards Unsupervised Deep Graph Structure Learning

PyTorch code of "SLAPS: Self-Supervision Improves Structure Learning for Graph Neural Networks"

Code for paper "Temporal Relational Ranking for Stock Prediction"

Awesome graph anomaly detection techniques built based on deep learning frameworks. Collections of commonly used datasets, papers as well as implementations are listed in this github repository. We…

Code for TKDE paper "Self-supervised learning on graphs: Contrastive, generative, or predictive"

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

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

量化研究-券商金工研报复现

交易模块

Pytorch Implementation of Reinforcement Learning Algorithms ( Soft Actor Critic(SAC)/ DDPG / TD3 /DQN / A2C/ PPO / TRPO)

This is implementation Lasso with Coordinate Descent and LARS (Least Angle Regression).

Fast solver for L1-type problems: Lasso, sparse Logisitic regression, Group Lasso, weighted Lasso, Multitask Lasso, etc.

About Code release for "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting" (NeurIPS 2021), https://arxiv.org/abs/2106.13008

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…

量化机器学习/深度学习模型（Model Zoo）；Alpha 因子（Factor Zoo）； 量化资源以及相关论文代码

Code release for "Koopa: Learning Non-stationary Time Series Dynamics with Koopman Predictors" (NeurIPS 2023), https://arxiv.org/abs/2305.18803

Weighted Principal Component Analysis (PCA) in Python

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

Instrumented Principal Components Analysis

Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)

RWKV is an RNN with transformer-level LLM performance. It can be directly trained like a GPT (parallelizable). So it's combining the best of RNN and transformer - great performance, fast inference,…