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Transformer-Based Multi-Factor Stock Selection

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Name		Name	Last commit message	Last commit date
Latest commit History 16 Commits
.idea		.idea
data		data
factor_selection		factor_selection
model		model
.girignore		.girignore
LICENSE		LICENSE
PatchTST_for_LTSF.ipynb		PatchTST_for_LTSF.ipynb
README.md		README.md
main.py		main.py

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TMFSS

Transformer-Based Multi-Factor Stock Selection

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Transformer-Based Multi-Factor Stock Selection

deep-learning transformer quantitative-investment

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