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Add two new model in zoo

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Add transformer and localformer (SLGT) models for time series prediction in finance in the Quant Model Zoo.
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Ying-Tao Luo
2021-07-20 15:00:15 +08:00
committed by you-n-g
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commit 29e66b2dea
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@@ -291,6 +291,8 @@ Here is a list of models built on `Qlib`.
- [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)
- [TCTS based on pytorch (Juyong Jiang, et al.)](qlib/contrib/model/pytorch_localformer.py)
Your PR of new Quant models is highly welcomed.