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awesome-of-time-series-prediction

A curated list of time series prediction resources.
https://github.com/zzw-zwzhang/awesome-of-time-series-prediction

Last synced: 4 days ago
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Table of Contents
- 2021
  - A Study of Joint Graph Inference and Forecasting - W | `` | [PyTorch(Author)]() | `` |
  - Bayesian Temporal Factorization for Multidimensional Time Series Prediction
  - REST: Relational Event-driven Stock Trend Forecasting
  - Hierarchical Adaptive Temporal-Relational Modeling for Stock Trend Prediction
  - Bayesian Temporal Factorization for Multidimensional Time Series Prediction
  - Discrete Graph Structure Learning for Forecasting Multiple Time Series
  - A Study of Joint Graph Inference and Forecasting - W | `` | [PyTorch(Author)]() | `` |
  - REST: Relational Event-driven Stock Trend Forecasting
  - Financial time series forecasting with multi-modality graph neural network
  - End-to-End Learning of Coherent Probabilistic Forecasts for Hierarchical Time Series - hierarchical-ICML-2021) | `9` |
  - Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting - Best | `Other` | [PyTorch(Author)](https://github.com/zhouhaoyi/Informer2020) | `1.8k` |
  - Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks
  - Adjusting for Autocorrelated Errors in Neural Networks for Time Series - Sun/AdjustAutocorrelation) | `8` |
- 2019
  - Cogra: Concept-drift-aware Stochastic Gradient Descent for Time-series Forecasting
  - Multi-task Recurrent Neural Networks and Higher-order Markov Random Fields for Stock Price Movement Prediction
  - Investment Behaviors Can Tell What Inside: Exploring Stock Intrinsic Properties for Stock Trend Prediction
  - Individualized Indicator for All: Stock-wise Technical Indicator Optimization with Stock Embedding
  - Transformer-Based Capsule Network For Stock Movements Prediction - FinNLP | `` | [PyTorch(Author)]() | `` |
  - Knowledge-Driven Stock Trend Prediction and Explanation via Temporal Convolutional Network
  - Enhancing Stock Movement Prediction with Adversarial Training - ALSTM) | `85` |
  - CLVSA: A Convolutional LSTM Based Variational Sequence-to-Sequence Model with Attention for Predicting Trends of Financial Markets
  - What You Say and How You Say It Matters: Predicting Stock Volatility Using Verbal and Vocal Cues
  - Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis - W | `` | [PyTorch(Author)]() | `` |
  - Temporal Relational Ranking for Stock Prediction - TIS | `OD` | [TensorFlow(Author)](https://github.com/fulifeng/Temporal_Relational_Stock_Ranking) | `176` |
  - A Novel Approach to Short-Term Stock Price Movement Prediction using Transfer Learning
  - DP-LSTM: Differential Privacy-inspired LSTM for Stock Prediction Using Financial News
- 2018
- arXiv
- 2020
  - Hierarchical Multi-Scale Gaussian Transformer for Stock Movement Prediction
  - Multi-scale Two-way Deep Neural Network for Stock Trend Prediction - FinTech | `` | [PyTorch(Author)](https://github.com/marscrazy/MTDNN) | `30` |
  - Modeling the Stock Relation with Graph Network for Overnight Stock Movement Prediction - FinTech | `MS` | [PyTorch(Author)](https://github.com/liweitj47/overnight-stock-movement-prediction) | `17` |
  - A Quantum-inspired Entropic Kernel for Multiple Financial Time Series Analysis - FinTech | `MS` | [PyTorch(Author)]() | `` |
  - Domain Adaptive Multi-Modality Neural Attention Network for Financial Forecasting
  - HTML: Hierarchical Transformer-based Multi-task Learning for Volatility Prediction - Hierarchical-Transformer-based-Multi-task-Learning-for-Volatility-Prediction) | `25` |
  - Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations - SF) | `0` |
  - Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting
  - Joint Modeling of Local and Global Temporal Dynamics for Multivariate Time Series Forecasting with Missing Values
  - Tensorized LSTM with Adaptive Shared Memory for Learning Trends in Multivariate Time Series
  - Block Hankel Tensor ARIMA for Multiple Short Time Series Forecasting - noah/BHT-ARIMA) | `63` |
  - Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks
- 2017
  - A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction - Dual-Stage-Attention-Based-Recurrent-Neural-Network-for-Time-Series-Prediction) | `91` |
  - Stock Price Prediction via Discovering Multi-Frequency Trading Patterns - Frequency-Memory-stock-prediction) | `54` |
- 2016
  - Knowledge-Driven Event Embedding for Stock Prediction
- Previous Venues
  - Deep Learning for Event-Driven Stock Prediction - partap/Event-Driven-Stock-Prediction-using-Deep-Learning) | `152` |
  - Using Structured Events to Predict Stock Price Movement: An Empirical Investigation
Awesome Datasets
- arXiv
  - Top 5 Stock Market Datasets for Machine Learning
  - Top 10 Stock Market Datasets for Machine Learning
Awesome Code
- arXiv
Awesome Repositories
- arXiv
Awesome Surveys
- arXiv
Awesome Blogs
- arXiv

Programming Languages

Jupyter Notebook 2 Python 2

Categories

Table of Contents 56 Awesome Repositories 11 Awesome Surveys 4 Awesome Code 4 Awesome Blogs 3 Awesome Datasets 2

Sub Categories

arXiv 32 2019 13 2021 13 2020 12 2018 5 2017 2 Previous Venues 2 2016 1

Keywords

deep-learning 4 paper-list 2 lstm 2 pytorch 2 finance 2 time-series-prediction 2 time-series-forecasting 2 artificial-intelligence 2 machine-learning 1 natural-language-processing 1 quantitative-finance 1 reinforcement-learning 1 estimated-time-of-arrival 1 graph-convolutional-networks 1 graph-neural-networks 1 libcity 1 on-demand 1 on-demand-service 1 data-science 1 fintech 1 awesome-list 1 wavenet 1 toturial 1 series-prediction 1 seq2seq 1 regression 1 kaggle 1 bert 1 attention 1 time-series-classification 1 time-series 1 tensorflow 1 series-forecasting 1 series-classification 1 series-analysis 1 sales-forecasting 1 recurrent-neural-networks 1 python3 1 prediction 1 lstm-neural-networks 1 forecasting-models 1 forecasting-competitions 1 demand-forecasting 1 deep-neural-networks 1 stock-market 1 nlp 1 travel-time-prediction 1 trajectory-prediction 1 traffic-speed-prediction 1 traffic-prediction 1