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Fix sfm readme.

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lwwang1995
2020-11-27 22:50:07 +08:00
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# State-Frequency-Memory
- State Frequency Memory (SFM) is a novel recurrent network that uses Discrete Fourier Transform (DFT) to decompose the hidden states of memory cells and capture the multi-frequency trading patterns from past market data to make stock price predictions.
- The code used in Qlib is a pyTorch implementation of SFM (Zhang, L., Aggarwal, C., & Qi, G. J. (2017,)).
- Paper: Stock Price Prediction via Discovering Multi-Frequency Trading Patterns. https://www.cs.ucf.edu/~gqi/publications/kdd2017_stock.pdf.
- State Frequency Memory (SFM) is a novel recurrent network that uses Discrete Fourier Transform to decompose the hidden states of memory cells and capture the multi-frequency trading patterns from past market data to make stock price predictions.
- The code used in Qlib is a pyTorch implementation of SFM.
- Paper: Stock Price Prediction via Discovering Multi-Frequency Trading Patterns. [https://www.cs.ucf.edu/~gqi/publications/kdd2017_stock.pdf.](https://www.cs.ucf.edu/~gqi/publications/kdd2017_stock.pdf.)