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README.md

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Requirements

Data

The data required for each model is already in its respective folder. If you need to download new data, you can refer to 'get Financial Statements.ipynb' and 'get Trading Data.ipynb'. To use these scripts, you will need to apply for a FinMind token in advance.

Step

  • Using GAT to obtain relationships between stocks -> GAT-main

  • Training a Stock-Picked Agent to obtain a portfolio of stocks with minimal risk -> Stock-Picked Agent

  • Using TCN-AE to compress daily technical indicators -> TCN-AE

  • Training a Trading Agent to execute daily stock operations -> Trading Agent

Reference

Each technical reference link is located within its respective folder.