chulhongsung's Stars
microsoft/qlib
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 to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
twopirllc/pandas-ta
Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 150+ Indicators
Nixtla/neuralforecast
Scalable and user friendly neural :brain: forecasting algorithms.
amazon-science/chronos-forecasting
Chronos: Pretrained (Language) Models for Probabilistic Time Series Forecasting
Lionelsy/Conference-Accepted-Paper-List
Some Conferences' accepted paper lists (including AI, ML, Robotic)
alxndrTL/mamba.py
A simple and efficient Mamba implementation in pure PyTorch and MLX.
valeman/Transformers_Are_What_You_Dont_Need
The best repository showing why transformers might not be the answer for time series forecasting and showcasing the best SOTA non transformer models.
FinanceData/OpenDartReader
Open DART Reader
kashif/pytorch-transformer-ts
Repository of Transformer based PyTorch Time Series Models
ant-research/EasyTemporalPointProcess
EasyTPP: Towards Open Benchmarking Temporal Point Processes
luodhhh/ModernTCN
This is an official implementation of "ModernTCN: A Modern Pure Convolution Structure for General Time Series Analysis" (ICLR 2024 Spotlight), https://openreview.net/forum?id=vpJMJerXHU
Waterkin/stock-top-papers
Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, IJCAI, ACL, EMNLP.
Atik-Ahamed/TimeMachine
TimeMachine: A Time Series is Worth 4 Mambas for Long-term Forecasting
ServiceNow/TACTiS
TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Series, from ServiceNow Research
VEWOXIC/FITS
FITS: Frequency Interpolation Time Series Analysis Baseline
sjchoi86/intro-dl
Introduction to Deep Learning
Eric991005/Stockformer
StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks
SJTU-Quant/Quant-Reading-List
Papers for AI + quantitative investment
Nixtla/datasetsforecast
Datasets for time series forecasting
kamilest/conformal-rnn
Implementation for Stankevičiūtė et al. "Conformal time-series forecasting", NeurIPS 2021.
icantnamemyself/SAN
Pytorch implementation of NIPS'23 paper: Adaptive Normalization for Non-stationary Time Series Forecasting: A Temporal Slice Perspective
ytliu74/FactorVAE
Reproduce AAAI22-FactorVAE
nla-group/fABBA
A Python library for the fast symbolic approximation of time series
microsoft/subseasonal_data
Data access package for the SubseasonalClimateUSA dataset
h01000110/h01000110.github.io
a lot of things
lauramanduchi/treevae
Tree Variational Autoencoders pytorch implementation
aws/to-smote-or-not
sunjiao123sun/CrimeForecaster
kashif/ForecastPFN
alexrakowski/dcid
Code for "DCID: Deep Canonical Information Decomposition" Rakowski, Lippert, to be published at ECML PKDD 2023