liuyu/qlib

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Files

you-n-g be4646b4b7 Adjust rolling api (#1594 )

* Intermediate version

* Fix yaml template & Successfully run rolling

* Be compatible with benchmark

* Get same results with previous linear model

* Black formatting

* Update black

* Update the placeholder mechanism

* Update CI

* Update CI

* Upgrade Black

* Fix CI and simplify code

* Fix CI

* Move the data processing caching mechanism into utils.

* Adjusting DDG-DA

* Organize import

2023-07-14 12:16:12 +08:00

README.md

Add author names

2020-12-11 17:19:12 +08:00

requirements.txt

Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/SFM (#829 )

2022-01-18 22:14:50 +08:00

workflow_config_sfm_Alpha360.yaml

Adjust rolling api (#1594 )

2023-07-14 12:16:12 +08:00

README.md

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.