Popular repositories Loading

1. FactorVQVAE FactorVQVAE Public

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

   Python 1

2. NQF-RNN NQF-RNN Public

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

   Python 1 1

3. 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

4. hgait hgait Public

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

   Python

5. 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

6. multifractal-electricity-market multifractal-electricity-market Public

   Official implementation of Multifractal Analysis of the Impact of Fuel Cell Introduction in the Korean Electricity Market