This repository contains model implementations for quantitative finance.
If you're interested in contributing, submit a PR. Formats, contributing guides, and templates will be added shortly.
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Inspired by ML model implementations by lucidrains.
- Create templates for implementations
- Write a contributing guide
- Connect QuantConnect API to models
| Model | Predicts | Paper Link |
|---|---|---|
| LSTM-GCN | Returns, Volatility, Trading Volume | https://arxiv.org/abs/2408.05659v1 |