Financial Innovation & Decision Analytics Lab

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1. PRISM-VQ PRISM-VQ Public

   Forked from x7jeon8gi/PRISM-VQ

   Pytorch Implementation of PRISM-VQ

   Python 17 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 7 2

3. FactorVQVAE FactorVQVAE Public

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

   Python 3 4

4. DeepHAR DeepHAR Public

   DeepHAR implementation for FRL

   Jupyter Notebook 2

5. hgait hgait Public

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

   Python 1 1

6. NQF-RNN NQF-RNN Public

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

   Python 1 2