This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Forecasting. MASTER is a stock transformer for stock price forecasting, which models the momentary and cross-time stock correlation and guide feature selection with market information.
active 2023-12-15 → 2024-08-12 (UTC)
Activity over time
Daily event counts in the loaded window
Line chart, 242 days from 2023-12-15 to 2024-08-12. Pushes: 11 total, peak 3 in a day. Pull requests: 0 total, peak 0 in a day. Issues: 32 total, peak 6 in a day. Comments: 45 total, peak 9 in a day. Stars: 136 total, peak 10 in a day.
- Pushes
- Pull requests
- Issues
- Comments
- Stars
Top contributors
Pushes, PRs, issues, reviews and comments — stars and forks excluded, so this is contribution rather than popularity
| Contributor | Contributions | Pushes | PRs | Comments |
|---|---|---|---|---|
| LITONG99 | 34 | 11 | 0 | 15 |
| soya-git | 9 | 0 | 0 | 3 |
| LeonTing1010 | 8 | 0 | 0 | 5 |
| zhiyuan5986 | 8 | 0 | 0 | 8 |
| ElonJustin7 | 6 | 0 | 0 | 4 |
| xbkaishui | 5 | 0 | 0 | 4 |
| jianzhang-happy | 3 | 0 | 0 | 1 |
| caozhiy | 2 | 0 | 0 | 1 |
| eator | 2 | 0 | 0 | 1 |
| ZoeQuant | 2 | 0 | 0 | 0 |
| RicardoJFP | 2 | 0 | 0 | 1 |
| keyboard1st | 2 | 0 | 0 | 2 |
| XFeiF | 1 | 0 | 0 | 0 |
| king21L | 1 | 0 | 0 | 0 |
| happyday258 | 1 | 0 | 0 | 0 |
| SUFEHeisenberg | 1 | 0 | 0 | 0 |
| w1nn1ethepooh | 1 | 0 | 0 | 0 |
Recent activity
Latest issues, pull requests and releases
- Issue#16LITONG992024-08-05 07:49about the result of ric and ricir
- Issue comment#16LITONG992024-07-25 11:01about the result of ric and ricir
- Issue#16happyday2582024-07-25 05:37about the result of ric and ricir
- Issue comment#1keyboard1st2024-07-09 05:20Why each iteration can yield data for lookback_window days?
- Issue comment#11LITONG992024-07-08 07:20MASTERTSDatasetH fillna_type="ffill+bfill"是必要的吗？
- Issue comment#11keyboard1st2024-07-08 02:28MASTERTSDatasetH fillna_type="ffill+bfill"是必要的吗？
- Issue comment#14xbkaishui2024-06-11 13:20where is the data come from?
- Issue comment#14LITONG992024-06-11 09:18where is the data come from?
- Issue comment#14xbkaishui2024-06-09 14:14where is the data come from?
- Issue comment#14LITONG992024-06-09 11:13where is the data come from?
- Issue comment#14xbkaishui2024-06-08 06:07where is the data come from?
- Issue#15LITONG992024-06-07 12:44Bug in code?
- Issue comment#15LITONG992024-06-05 05:55Bug in code?
- Issue#14xbkaishui2024-06-01 09:16where is the data come from?
- Issue#13soya-git2024-06-01 07:47Valid Loss不下降的问题
- Issue comment#13soya-git2024-05-31 20:00Valid Loss不下降的问题
- Issue#13soya-git2024-05-31 19:50Valid Loss不下降的问题
- Issue#13soya-git2024-05-31 09:31Valid Loss不下降的问题
- Issue comment#13soya-git2024-05-31 09:31Valid Loss不下降的问题
- Issue comment#13LITONG992024-05-31 07:29Valid Loss不下降的问题
- Issue#12LeonTing10102024-05-31 03:03相同的模型在最新的qlib中IC得分比实验得分高出3倍是什么原因
- Issue comment#12zhiyuan59862024-05-31 03:00相同的模型在最新的qlib中IC得分比实验得分高出3倍是什么原因
- Issue comment#12LeonTing10102024-05-31 02:57相同的模型在最新的qlib中IC得分比实验得分高出3倍是什么原因
- Issue comment#12zhiyuan59862024-05-31 02:54相同的模型在最新的qlib中IC得分比实验得分高出3倍是什么原因
- Issue comment#12zhiyuan59862024-05-31 02:52相同的模型在最新的qlib中IC得分比实验得分高出3倍是什么原因
Totals cover only the window loaded into ClickHouse and count events, not GitHub's lifetime totals — 136 stars here means stars gained during the window, not the repo's star count.