StockFormer: Learning Hybrid Trading Machines with Predictive Coding

Authors: Siyu Gao, Yunbo Wang, Xiaokang Yang

IJCAI 2023 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental Stock Former significantly outperforms existing approaches across three publicly available financial datasets in terms of portfolio returns and Sharpe ratios.
Researcher Affiliation Academia Siyu Gao , Yunbo Wang and Xiaokang Yang Mo E Key Lab of Artificial Intelligence, AI Institute, Shanghai Jiao Tong University {siyu.gao, yunbow, xkyang}@sjtu.edu.cn
Pseudocode No The paper does not contain any structured pseudocode or algorithm blocks.
Open Source Code No The paper does not provide any statement or link indicating that its source code is publicly available.
Open Datasets No The paper states 'three publicly available financial datasets' and names them (CSI-300, NASDAQ-100, Cryptocurrency), mentioning data collection from 'Yahoo Finance'. However, it does not provide specific links, DOIs, repositories, or formal citations for these processed datasets to ensure reproducibility of the exact data used.
Dataset Splits No The paper describes training and test splits for all datasets (e.g., '1,935 days and 728 trading days respectively' for CSI-300), but it does not explicitly mention or detail a separate validation split.
Hardware Specification No The paper does not provide specific hardware details (e.g., GPU/CPU models, processor types) used for running its experiments.
Software Dependencies No The paper mentions software like 'Fin RL platform [Liu et al., 2021]' and algorithms like 'Soft Actor-Critic (SAC) [Haarnoja et al., 2018]' and 'DDPG [Lillicrap et al., 2016]', but it does not provide specific version numbers for these or other software dependencies.
Experiment Setup No The paper does not provide specific experimental setup details such as hyperparameter values (e.g., learning rate, batch size, number of epochs) or optimizer settings.