chengdu commited on
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Parent(s): 4e3ae55
Link WaveLSFormer paper in README
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README.md
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@@ -10,6 +10,8 @@ stock-specific training objectives, PyTorch Lightning experiment loops,
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config-driven model runs, and learnable wavelet front-end components for
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low/high frequency feature extraction.
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The repository includes:
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- transformer, Informer, DLinear, LSTM, and MLP model baselines;
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- YAML experiment configs for financial and benchmark time-series datasets;
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- notebooks and scripts for data collection, preparation, and result analysis.
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Initially forked from the [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting repo](https://github.com/zhouhaoyi/Informer2020).
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Thanks to [polygon.io](http://polygon.io/) for being our financial data provider.
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config-driven model runs, and learnable wavelet front-end components for
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low/high frequency feature extraction.
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Paper: [A Learnable Wavelet Transformer for Long-Short Equity Trading and Risk-Adjusted Return Optimization](https://arxiv.org/abs/2601.13435).
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The repository includes:
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- transformer, Informer, DLinear, LSTM, and MLP model baselines;
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- YAML experiment configs for financial and benchmark time-series datasets;
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- notebooks and scripts for data collection, preparation, and result analysis.
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Thanks to [polygon.io](http://polygon.io/) for being our financial data provider.
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