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Yoontae6719 / SimStock-Representation-Model-for-Stock-Similarities

Official Implementation of SimStock : Representation Model for Stock Similarities
GNU General Public License v3.0
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Code for v2 #3

Open pengxiao-song opened 2 months ago

pengxiao-song commented 2 months ago

Thanks for your good work. May I ask when the code for the second version of the paper will be released?

Thanks.

Yoontae6719 commented 2 months ago

First of all, thank you for your interest in our research. You can find the extended version of our ICAIF paper at the following link: https://arxiv.org/abs/2407.13751 In the extended version, we used the same model but applied it to different financial tasks during the test period to explore its potential. (Typically, the extended version of a conference paper includes additional experiments and a more detailed explanation of the model's validity, with the intention of submitting it to a journal.) That being said, in the main repo, we only provide examples for the first task (Find similar stock) and pairs trading. For portfolio optimization, as mentioned in the README, you can fork the repository and test it yourself. In the current GitHub version, you might need to modify the data loader to avoid bugs, but I’ll fix that soon. Additionally, considering the closed nature of the finance industry, we plan to provide examples for the CPU version as well. These updates will be rolled out sequentially once my setup is complete.