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
c52b84b3fe7423125fb8373ea78d4f9bf7f8734c
qlib/examples/benchmarks/SFM
History
lwwang1995 c52b84b3fe Fix sfm readme.
2020-11-27 22:50:07 +08:00
..
README.md
Fix sfm readme.
2020-11-27 22:50:07 +08:00
requirements.txt
Add SFM config
2020-11-25 14:58:23 +08:00
workflow_config_sfm.yaml
Update workflow_config_sfm.yaml
2020-11-27 10:17:11 +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.
  • 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.