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A Library for Advanced Deep Time Series Models.
Time-Series Work Summary in CS Top Conferences (NIPS, ICML, ICLR, KDD, AAAI, WWW, IJCAI, CIKM, ICDM, ICDE, etc.)
Official implementation of the paper "FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective"
Official implementation of the paper "FilterNet: Harnessing Frequency Filters for Time Series Forecasting"
Official implementation of SAMformer, a transformer leveraging Sharpness-Aware Minimization and Channel-Wise Attention for Time Series Forecasting.
PyTorch implementation of "Rethinking the Power of Timestamps for Robust Time Series Forecasting: A Global-Local Fusion Perspective" (NeurIPS 2024)
FNSPID: A Comprehensive Financial News Dataset in Time Series
A fast, clean, responsive Hugo theme.
[NeurIPS 2024 Spotlight] Official repository of the CycleNet paper: "CycleNet: Enhancing Time Series Forecasting through Modeling Periodic Patterns". This work is developed by the Lab of Professor …
A collection of Google Cloud hands-on workshops
Reinforcement Learning with Perturbed Reward, AAAI 2020
[AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"
A repository containing the implementations about our machine learning researches on sequence data and sequential decision making.
Official implementation of our ICLR 2023 paper "Crossformer: Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series Forecasting"
Download market data from Yahoo! Finance's API
Count the MACs / FLOPs of your PyTorch model.
A Pretrained BERT Model for Financial Communications. https://arxiv.org/abs/2006.08097
Financial Sentiment Analysis with BERT
A project written in Python to get old tweets, it bypass some limitations of Twitter Official API.
Exploring the Impact of Corpus Diversity on Financial Pretrained Language Models
About Code release for "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting" (NeurIPS 2021), https://arxiv.org/abs/2106.13008
Industry-Sensitive Language Modeling for Business. European Journal of Operational Research (EJOR).
Code for Machine Learning for Algorithmic Trading, 2nd edition.
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
The GitHub repository for the paper "Informer" accepted by AAAI 2021.