Popular repositories Loading

1. FactorVQVAE FactorVQVAE Public

   Official implementation of FactorVQVAE: Discrete latent factor model via Vector Quantized Variational Autoencoder

   Python 3

2. vit-sdf-lasso vit-sdf-lasso Public

   Official implementation of From vision to value: Stock chart image-driven factors and their pricing power

   Jupyter Notebook 3

3. hgait hgait Public

   Official implementation of HGAIT: Heterogeneous Graph Attention with Inverted Transformers for Correlation-Aware Stock Return Prediction

   Python 1 1

4. NQF-RNN NQF-RNN Public

   Official implementation of NQF-RNN: probabilistic forecasting via neural quantile function-based recurrent neural networks

   Python 1 1

5. D-NQF D-NQF Public

   Decompostion time series model with NQF

   Python 1 1

6. ceemdan-deep-ar ceemdan-deep-ar Public

   Official implementation of Probabilistic forecasting of high-frequency realized cryptocurrency volatility via CEEMDAN-integrated autoregressive recurrent neural network