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@finxlab

Financial Innovation & Decision Analytics Lab

Official GitHub Repository of FINX Lab at Hanyang University.

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  1. FactorVQVAE FactorVQVAE Public

    Official implementation of FactorVQVAE: Discrete latent factor model via Vector Quantized Variational Autoencoder

    Python 2

  2. hgait hgait Public

    Official implementation of HGAIT: Heterogeneous Graph Attention with Inverted Transformers for Correlation-Aware Stock Return Prediction

    Python 1 1

  3. NQF-RNN NQF-RNN Public

    Official implementation of NQF-RNN: probabilistic forecasting via neural quantile function-based recurrent neural networks

    Python 1 1

  4. D-NQF D-NQF Public

    Decompostion time series model with NQF

    Python 1 1

  5. ceemdan-deep-ar ceemdan-deep-ar Public

    Official implementation of Probabilistic forecasting of high-frequency realized cryptocurrency volatility via CEEMDAN-integrated autoregressive recurrent neural network

  6. hrp-security-selection-mst hrp-security-selection-mst Public

    Official implementation of Hierarchical Risk Parity using Security Selection based on Peripheral Assets of Correlation-based Minimum Spanning Trees

    Jupyter Notebook

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