Genetic Algorithm for quantitative alpha factors mining
github.comquantitative investment; genetic algorithm; data mining
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- Python
DUCKQUANT / THE QUANT & AI DIRECTORY
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quantitative investment; genetic algorithm; data mining
Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio management and optimization.
An Open-Source Alpha Factor Pool for the Chinese A-Share Market.
Personal quant & investment research papers library — alpha, factor, algo trading, portfolio management
A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemented in Python&PyTorch.
101 alpha factors calculate based on Alpha101
Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
Implementation for Aspect-Aware Latent Factor Model: Rating Prediction with Ratings and Reviews.
Public repository by darelikz. Primary language: Jupyter Notebook.
Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test validity of factor models…
Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
Anime recommender system using collaborative filtering and latent factor model
Gromov-Wasserstein Factorization Models for Graph Clustering (AAAI-20)
A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python
Bifacial PV View Factor model for system performance calculation
Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.
Work with trained factor models in Python
Public repository by QuantEcon. Primary language: Jupyter Notebook.
Dynamic Factor Models for R
factor models for omics data
This repository implements a Diffusion Factor Model for financial data.
Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
International Personality Item Pool Representation of the NEO PI-R™. Tests designed to educate the public about the five-factor model of personality.
:sunny: Open-source view-factor model for diffuse shading and bifacial PV modeling. Documentation:
A* CCG Parser with a Supertag and Dependency Factored Model
R package for Dynamic Factor Models with mixed frequencies and unbalanced panel :chart_with_downwards_trend:
R package for autoregressive, reduced-rank, and factor models in time series.
R functions for fitting latent factor models with internal computation in C/C++
Public repository by hutaosufe. Primary language: Jupyter Notebook.
scikit-fusion: Data fusion via collective latent factor models