AlphaPeu commune
nuglifeleoji/Factor-Research
Advanced Quantitative Factor Research: ML-powered stock return prediction with 72% performance improvement. Features comprehensive alpha factor library, systematic feature selection, and deep learning models (LSTM+ResNet achieving IC=0.06476).
- Propriétaire
- nuglifeleoji (compte personnel)
- Étoiles
- Étoiles : 422
- Forks
- Forks : 62
- Langage
- Jupyter Notebook
- Licence
- Aucune
- Création
- 2025
- Sujets
- alpha-factorsbacktestingdeep-learningfactor-modelingfeature-selectionlstmmachine-learningpytorchtransformer
- Rang
- Alpha (250 à 699 ★) Ce que veut dire ce rang
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