From 29e66b2deafdc3a8669ff70dda32f6f49390cf3f Mon Sep 17 00:00:00 2001 From: Ying-Tao Luo Date: Tue, 20 Jul 2021 15:00:15 +0800 Subject: [PATCH] Add two new model in zoo Add transformer and localformer (SLGT) models for time series prediction in finance in the Quant Model Zoo. --- README.md | 2 ++ 1 file changed, 2 insertions(+) diff --git a/README.md b/README.md index 8668ccc14..68a275de6 100644 --- a/README.md +++ b/README.md @@ -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.