be4646b4创建于 2023年7月14日历史提交

文件	最后提交记录	最后更新时间
README.md	Add author names	5 年前
requirements.txt	Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/SFM (#829) Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0. - [Release notes](https://github.com/numpy/numpy/releases) - [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt) - [Commits](https://github.com/numpy/numpy/compare/v1.17.4...v1.21.0) --- updated-dependencies: - dependency-name: numpy dependency-type: direct:production ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>	4 年前
workflow_config_sfm_Alpha360.yaml	Adjust rolling api (#1594) * Intermediate version * Fix yaml template & Successfully run rolling * Be compatible with benchmark * Get same results with previous linear model * Black formatting * Update black * Update the placeholder mechanism * Update CI * Update CI * Upgrade Black * Fix CI and simplify code * Fix CI * Move the data processing caching mechanism into utils. * Adjusting DDG-DA * Organize import	2 年前

State-Frequency-Memory

State Frequency Memory (SFM) is a novel recurrent network that uses Discrete Fourier Transform to decompose the hidden states of memory cells and capture the multi-frequency trading patterns from past market data to make stock price predictions.
Paper: Stock Price Prediction via Discovering Multi-Frequency Trading Patterns. http://www.eecs.ucf.edu/~gqi/publications/kdd2017_stock.pdf.