Blame: examples/benchmarks/SFM/README.md - microsoft/qlib

microsoft / qlib UNCLAIMED

Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.

0 0 0 Python

Normal View History Raw

Add readme for SFM. 2020-11-25 18:38:17 +08:00			`# State-Frequency-Memory`
Fix sfm readme. 2020-11-27 22:50:07 +08:00			`- 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.`
Add author names 2020-12-11 14:54:08 +08:00			`- Paper: Stock Price Prediction via Discovering Multi-Frequency Trading Patterns. [http://www.eecs.ucf.edu/~gqi/publications/kdd2017_stock.pdf.](http://www.eecs.ucf.edu/~gqi/publications/kdd2017_stock.pdf)`