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Haoyu Wang e27290c8a0 Update workflow_config_sfm.yaml
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README.md
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README.md

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.