LambertAlpha/Alpha-Hunter

Dynamic Factor Investing with Transformer-Based Return Prediction for China's A-Share Market (CSI 500). Combines rolling PCA dimension reduction with attention-based sequence models to forecast cross-sectional returns. 基于 Transformer 的采用滚动 PCA 降维 + 注意力机制的混合架构动态因子投资研究 — 针对中国 A 股市场的跨期收益预测。

22
/ 100
Experimental
No License No Package No Dependents
Maintenance 6 / 25
Adoption 3 / 25
Maturity 1 / 25
Community 12 / 25

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3

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Language

Python

License

Last pushed

Dec 08, 2025

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