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机器学习&量化学术交流

本项目目前包括:

QUANT-RESOURCES:

PAPERS AND MODELS:

  • Time-Series Works and Conferences Time-Series-Works-Conferences

  • Time Series Library TSlib

  • DDG-DA: Data Distribution Generation for Predictable Concept Drift Adaptation DDG-DA

  • Awesome Time Series Forecasting/Prediction Papers TSFpaper

  • Temporal 2D-Variation Modeling for General Time Series Analysis TimesNet

  • A Survey on Time-Series Pre-Trained Models time-series-ptms

  • Pytorch Transformer based Time Series Models transformer-ts

  • Generating Synergistic Formulaic Alpha Collections via Reinforcement Learning alphagen

  • Awesome-GNN4TS awesome-gnn4ts


MODEL ZOO

MODEL ZOO 结果


FACTOR ZOO

量价因子

FACTOR 表达式 IC均值 ICIR IC>0占比 |IC|>0.03占比 多头组年化收益 多空年化收益
Alpha0

UPDATING...

欢迎交流

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