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@@ -277,19 +277,19 @@ The automatic workflow may not suit the research workflow of all Quant researche
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# [Quant Model Zoo](examples/benchmarks)
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Here is a list of models built on `Qlib`.
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- [GBDT based on XGBoost (Tianqi Chen, et al. 2016)](qlib/contrib/model/xgboost.py)
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- [GBDT based on LightGBM (Guolin Ke, et al. 2017)](qlib/contrib/model/gbdt.py)
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- [GBDT based on Catboost (Liudmila Prokhorenkova, et al. 2017)](qlib/contrib/model/catboost_model.py)
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- [GBDT based on XGBoost (Tianqi Chen, et al. KDD 2016)](qlib/contrib/model/xgboost.py)
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- [GBDT based on LightGBM (Guolin Ke, et al. NIPS 2017)](qlib/contrib/model/gbdt.py)
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- [GBDT based on Catboost (Liudmila Prokhorenkova, et al. NIPS 2018)](qlib/contrib/model/catboost_model.py)
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- [MLP based on pytorch](qlib/contrib/model/pytorch_nn.py)
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- [LSTM based on pytorch (Sepp Hochreiter, et al. 1997)](qlib/contrib/model/pytorch_lstm.py)
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- [LSTM based on pytorch (Sepp Hochreiter, et al. Neural omputation 1997)](qlib/contrib/model/pytorch_lstm.py)
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- [GRU based on pytorch (Kyunghyun Cho, et al. 2014)](qlib/contrib/model/pytorch_gru.py)
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- [ALSTM based on pytorch (Yao Qin, et al. 2017)](qlib/contrib/model/pytorch_alstm.py)
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- [ALSTM based on pytorch (Yao Qin, et al. IJCAI 2017)](qlib/contrib/model/pytorch_alstm.py)
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- [GATs based on pytorch (Petar Velickovic, et al. 2017)](qlib/contrib/model/pytorch_gats.py)
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- [SFM based on pytorch (Liheng Zhang, et al. 2017)](qlib/contrib/model/pytorch_sfm.py)
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- [TFT based on tensorflow (Bryan Lim, et al. 2019)](examples/benchmarks/TFT/tft.py)
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- [TabNet based on pytorch (Sercan O. Arik, et al. 2019)](qlib/contrib/model/pytorch_tabnet.py)
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- [DoubleEnsemble based on LightGBM (Chuheng Zhang, et al. 2020)](qlib/contrib/model/double_ensemble.py)
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- [TCTS based on pytorch (Xueqing Wu, et al. 2021)](qlib/contrib/model/pytorch_tcts.py)
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- [SFM based on pytorch (Liheng Zhang, et al. KDD 2017)](qlib/contrib/model/pytorch_sfm.py)
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- [TFT based on tensorflow (Bryan Lim, et al. International Journal of Forecasting 2019)](examples/benchmarks/TFT/tft.py)
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- [TabNet based on pytorch (Sercan O. Arik, et al. AAAI 2019)](qlib/contrib/model/pytorch_tabnet.py)
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- [DoubleEnsemble based on LightGBM (Chuheng Zhang, et al. ICDM 2020)](qlib/contrib/model/double_ensemble.py)
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- [TCTS based on pytorch (Xueqing Wu, et al. ICML 2021)](qlib/contrib/model/pytorch_tcts.py)
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Your PR of new Quant models is highly welcomed.
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