# ML-Quant

**Repository Path**: cgp159260/ML-Quant

## Basic Information

- **Project Name**: ML-Quant
- **Description**: modelzoo
- **Primary Language**: Unknown
- **License**: Not specified
- **Default Branch**: main
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2024-01-30
- **Last Updated**: 2024-01-30

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# 机器学习&量化学术交流


本项目目前包括：

**QUANT-RESOURCES**:

- Awesome-quant [awesome-quant](https://github.com/wilsonfreitas/awesome-quant)

- Awesome-quant(Chinese) [awesome-quant](https://github.com/thuquant/awesome-quant)<br>





**PAPERS AND MODELS**:

- Time-Series Works and Conferences [Time-Series-Works-Conferences
](https://github.com/lixus7/Time-Series-Works-Conferences)

- Time Series Library [TSlib](https://github.com/thuml/Time-Series-Library/tree/main)

- DDG-DA: Data Distribution Generation for Predictable Concept Drift Adaptation [DDG-DA](https://arxiv.org/abs/2201.04038)

- Awesome Time Series Forecasting/Prediction Papers [TSFpaper](https://github.com/ddz16/TSFpaper/tree/a4e106b9579d49ba55370e70935e9acff467120a) 

- Temporal 2D-Variation Modeling for General Time Series Analysis [TimesNet](extension://oikmahiipjniocckomdccmplodldodja/pdf-viewer/web/viewer.html?file=https%3A%2F%2Fopenreview.net%2Fpdf%3Fid%3Dju_Uqw384Oq)

- A Survey on Time-Series Pre-Trained Models [time-series-ptms](https://github.com/qianlima-lab/time-series-ptms)

- Pytorch Transformer based Time Series Models [transformer-ts](https://github.com/kashif/pytorch-transformer-ts)

- Generating Synergistic Formulaic Alpha Collections via Reinforcement Learning [alphagen](https://github.com/RL-MLDM/alphagen)

- Awesome-GNN4TS [awesome-gnn4ts](https://github.com/KimMeen/Awesome-GNN4TS)

<BR>

## **MODEL ZOO**

[MODEL ZOO 结果](https://github.com/chaosquant2022/ML-Quant/tree/main/model_zoo)

<BR>

## **FACTOR ZOO**

#### 量价因子

| FACTOR   | 表达式   | IC均值        | ICIR        | IC>0占比 | \|IC\|>0.03占比 |多头组年化收益 | 多空年化收益 | 
|------------------------------------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|
|Alpha0|


<br>
UPDATING...<br>
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欢迎交流

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