Alphadev for discovering quantum algorithms

Optimized implementation for color-icon-matrix barcodes

pytorch实现AlphaZero玩N子棋，有详尽的注释

Research and development (R&D) is crucial for the enhancement of industrial productivity, especially in the AI era, where the core aspects of R&D are mainly focused on data and models. We are commi…

A Library for Advanced Deep Time Series Models.

ProbTS is a benchmarking toolkit for time series forecasting.

Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors

旨在以攻促防，针对Docker TCP socket的开源利用工具

Open-source Windows and Office activator featuring HWID, Ohook, TSforge, KMS38, and Online KMS activation methods, along with advanced troubleshooting.

Cryptocurrency Trading with Reinforcement Learning based on Backtrader

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

Portfolio optimization and back-testing.

Cyber Security ALL-IN-ONE Platform

Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)

Scalable and user friendly neural 🧠 forecasting algorithms.

[PVLDB 2024 Best Paper Nomination] TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods

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

Papers about training data quality management for ML models.

Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://arxiv.org/abs/2309.00073

Papers for AI + quantitative investment

FOST is a general forecasting tool, which demonstrate our experience and advanced technology in practical forecasting domains, including temporal, spatial-temporal and hierarchical forecasting. Cur…

This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.

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

[NeurIPS 2023 Spotlight] LightZero: A Unified Benchmark for Monte Carlo Tree Search in General Sequential Decision Scenarios (awesome MCTS)

Code for paper "Temporal Relational Ranking for Stock Prediction"

PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".