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Add AdaRNN baseline. (#689)

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* Update TCTS.

* Update TCTS README.

* Update TCTS README.

* Update TCTS.

* Add ADARNN.

* Update README.

* Reformat ADARNN.

* Add README for adarnn.

Co-authored-by: lewwang <lwwang@microsoft.com>
This commit is contained in:
Lewen Wang
2021-11-16 11:24:43 +08:00
committed by GitHub
parent 4e380b611e
commit 007082a112
7 changed files with 891 additions and 4 deletions
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README.md
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@@ -11,6 +11,7 @@
Recent released features
| Feature | Status |
| -- | ------ |
| ADARNN model | [Released](https://github.com/microsoft/qlib/pull/689) on Nov 14, 2021 |
| TCN model | [Released](https://github.com/microsoft/qlib/pull/668) on Nov 4, 2021 |
|Temporal Routing Adaptor (TRA) | [Released](https://github.com/microsoft/qlib/pull/531) on July 30, 2021 |
| Transformer & Localformer | [Released](https://github.com/microsoft/qlib/pull/508) on July 22, 2021 |
@@ -296,6 +297,7 @@ Here is a list of models built on `Qlib`.
- [Localformer based on pytorch (Juyong Jiang, et al.)](examples/benchmarks/Localformer/)
- [TRA based on pytorch (Hengxu, Dong, et al. KDD 2021)](examples/benchmarks/TRA/)
- [TCN based on pytorch (Shaojie Bai, et al. 2018)](examples/benchmarks/TCN/)
- [ADARNN based on pytorch (YunTao Du, et al. 2021)](examples/benchmarks/ADARNN/)
Your PR of new Quant models is highly welcomed.