From 16957176a9033d2caf8f3628b0da3c787cdc9fce Mon Sep 17 00:00:00 2001 From: you-n-g Date: Fri, 5 Nov 2021 13:00:32 +0800 Subject: [PATCH] Update README.md Update benchmark link --- README.md | 35 ++++++++++++++++++----------------- 1 file changed, 18 insertions(+), 17 deletions(-) diff --git a/README.md b/README.md index f38e8949f..f47ee5bc1 100644 --- a/README.md +++ b/README.md @@ -11,6 +11,7 @@ Recent released features | Feature | Status | | -- | ------ | +| 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 | | Release Qlib v0.7.0 | [Released](https://github.com/microsoft/qlib/releases/tag/v0.7.0) on July 12, 2021 | @@ -278,23 +279,23 @@ The automatic workflow may not suit the research workflow of all Quant researche # [Quant Model (Paper) Zoo](examples/benchmarks) Here is a list of models built on `Qlib`. -- [GBDT based on XGBoost (Tianqi Chen, et al. KDD 2016)](qlib/contrib/model/xgboost.py) -- [GBDT based on LightGBM (Guolin Ke, et al. NIPS 2017)](qlib/contrib/model/gbdt.py) -- [GBDT based on Catboost (Liudmila Prokhorenkova, et al. NIPS 2018)](qlib/contrib/model/catboost_model.py) -- [MLP based on pytorch](qlib/contrib/model/pytorch_nn.py) -- [LSTM based on pytorch (Sepp Hochreiter, et al. Neural omputation 1997)](qlib/contrib/model/pytorch_lstm.py) -- [GRU based on pytorch (Kyunghyun Cho, et al. 2014)](qlib/contrib/model/pytorch_gru.py) -- [ALSTM based on pytorch (Yao Qin, et al. IJCAI 2017)](qlib/contrib/model/pytorch_alstm.py) -- [GATs based on pytorch (Petar Velickovic, et al. 2017)](qlib/contrib/model/pytorch_gats.py) -- [SFM based on pytorch (Liheng Zhang, et al. KDD 2017)](qlib/contrib/model/pytorch_sfm.py) -- [TFT based on tensorflow (Bryan Lim, et al. International Journal of Forecasting 2019)](examples/benchmarks/TFT/tft.py) -- [TabNet based on pytorch (Sercan O. Arik, et al. AAAI 2019)](qlib/contrib/model/pytorch_tabnet.py) -- [DoubleEnsemble based on LightGBM (Chuheng Zhang, et al. ICDM 2020)](qlib/contrib/model/double_ensemble.py) -- [TCTS based on pytorch (Xueqing Wu, et al. ICML 2021)](qlib/contrib/model/pytorch_tcts.py) -- [Transformer based on pytorch (Ashish Vaswani, et al. NeurIPS 2017)](qlib/contrib/model/pytorch_transformer.py) -- [Localformer based on pytorch (Juyong Jiang, et al.)](qlib/contrib/model/pytorch_localformer.py) -- [TRA based on pytorch (Hengxu, Dong, et al. KDD 2021)](qlib/contrib/model/pytorch_tra.py) -- [TCN based on pytorch (Shaojie Bai, et al. 2018)](qlib/contrib/model/pytorch_tcn.py) +- [GBDT based on XGBoost (Tianqi Chen, et al. KDD 2016)](examples/benchmarks/XGBoost/) +- [GBDT based on LightGBM (Guolin Ke, et al. NIPS 2017)](examples/benchmarks/LightGBM/) +- [GBDT based on Catboost (Liudmila Prokhorenkova, et al. NIPS 2018)](examples/benchmarks/CatBoost/) +- [MLP based on pytorch](examples/benchmarks/MLP/) +- [LSTM based on pytorch (Sepp Hochreiter, et al. Neural omputation 1997)](examples/benchmarks/LSTM/) +- [GRU based on pytorch (Kyunghyun Cho, et al. 2014)](examples/benchmarks/GRU/) +- [ALSTM based on pytorch (Yao Qin, et al. IJCAI 2017)](examples/benchmarks/ALSTM) +- [GATs based on pytorch (Petar Velickovic, et al. 2017)](examples/benchmarks/GATs/) +- [SFM based on pytorch (Liheng Zhang, et al. KDD 2017)](examples/benchmarks/SFM/) +- [TFT based on tensorflow (Bryan Lim, et al. International Journal of Forecasting 2019)](examples/benchmarks/TFT/) +- [TabNet based on pytorch (Sercan O. Arik, et al. AAAI 2019)](examples/benchmarks/TabNet/) +- [DoubleEnsemble based on LightGBM (Chuheng Zhang, et al. ICDM 2020)](examples/benchmarks/DoubleEnsemble/) +- [TCTS based on pytorch (Xueqing Wu, et al. ICML 2021)](examples/benchmarks/TCTS/) +- [Transformer based on pytorch (Ashish Vaswani, et al. NeurIPS 2017)](examples/benchmarks/Transformer/) +- [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/) Your PR of new Quant models is highly welcomed.