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Add A New Baseline: TCN (#668)

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fengcunguang
2021-11-04 20:30:52 +08:00
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commit f0b9a807ea
9 changed files with 893 additions and 1 deletions

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@@ -294,6 +294,7 @@ Here is a list of models built on `Qlib`.
- [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)
Your PR of new Quant models is highly welcomed.