liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity
Files
bump_version
qlib/examples/benchmarks/SFM/README.md
Jactus bba94d72dc Add author names
2020-12-11 17:19:12 +08:00

479 B
Raw Permalink Blame History

State-Frequency-Memory

  • 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.
  • Paper: Stock Price Prediction via Discovering Multi-Frequency Trading Patterns. http://www.eecs.ucf.edu/~gqi/publications/kdd2017_stock.pdf.