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.
Growth Revenue Model
The code to replicate the experiments in the paper "Deep Functional Factor Models: Forecasting High-Dimensional Functional Time Series via Bayesian Nonparametric Factorization"
[ICML 2024] Official implementation of: "Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling".
[PVLDB 2024 Best Paper Nomination] TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods
Financial Time Series Benchmark
Multivariate Time Series Forecasting with efficient Transformers. Code for the paper "Long-Range Transformers for Dynamic Spatiotemporal Forecasting."
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