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JohnnyGanYu

JohnnyGanYu/VolatilityReturn

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LightGBM+GRU+Transformer ensemble for stock return prediction (Ret5/Ret60), avg IC0.0663 — 1st prize Huadong Cup 2026

华东杯 VolatilityReturn 项目

5 0PythonPush 5d agoListed 4h agoMIT
lightgbmmachine-learningquantitative-financetime-seriestransformer
  • Python97.2%
  • Shell2.8%
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