Awesome-of-Time-Series-Prediction

A curated list of time series prediction and related resources.

Please feel free to pull requests or open an issue to add papers.

🔆 Updated 2021-11-03

Table of Contents

• Type of Time Series Prediction

• Transformer-based Methods

• Graph-based Methods

• Time Series Prediction

  • 2021 Venues
  • 2020 Venues
  • 2019 Venues
  • 2018 Venues
  • 2017 Venues
  • 2016 Venues
  • Previous Venues
  • arXiv

• Awesome Surveys

• Awesome Blogs

• Awesome Datasets

• Awesome Code

Type of Time Series Prediction

Type	S	MS	Other-driven	Multi Modal	``	``	Other
Explanation	Stock	Multi-Stock	OD	MM			other types

Transformer-based Methods

Title	Venue	Type	Code	Star
	NeurIPS	``	PyTorch(Author)	``
	NeurIPS	``	PyTorch(Author)	``
	NeurIPS	``	PyTorch(Author)	``

Graph-based Methods

Title	Venue	Type	Code	Star
	NeurIPS	``	PyTorch(Author)	``
	NeurIPS	``	PyTorch(Author)	``
	NeurIPS	``	PyTorch(Author)	``

2021

Title	Venue	Type	Code	Star
Hierarchical Adaptive Temporal-Relational Modeling for Stock Trend Prediction	IJCAI	``	PyTorch(Author)	``
Bayesian Temporal Factorization for Multidimensional Time Series Prediction	TPAMI	``	PyTorch(Author)	``
Discrete Graph Structure Learning for Forecasting Multiple Time Series	ICLR	Other	PyTorch(Author)	67
A Study of Joint Graph Inference and Forecasting	ICML-W	``	PyTorch(Author)	``
REST: Relational Event-driven Stock Trend Forecasting	WWW	MS & OD	PyTorch(Author)	``
Financial time series forecasting with multi-modality graph neural network	PR	MM	PyTorch(Author)	``
End-to-End Learning of Coherent Probabilistic Forecasts for Hierarchical Time Series	ICML	``	MexNet(Author)	9
Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting	AAAI-Best	Other	PyTorch(Author)	1.8k
Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks	AAAI	OD	PyTorch(Author)	26
ST-Norm: Spatial and Temporal Normalization for Multi-variate Time Series Forecasting	KDD	MS	PyTorch(Author)	15
Adjusting for Autocorrelated Errors in Neural Networks for Time Series	NeurIPS	``	PyTorch(Author)	8

2020

Title	Venue	Type	Code	Star
Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations	EMNLP	OD	PyTorch(Author)	6
Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction	ICPR	OD	PyTorch(Author)	4
Hierarchical Multi-Scale Gaussian Transformer for Stock Movement Prediction	IJCAI	``	PyTorch(Author)	``
Multi-scale Two-way Deep Neural Network for Stock Trend Prediction	IJCAI-FinTech	``	PyTorch(Author)	30
Modeling the Stock Relation with Graph Network for Overnight Stock Movement Prediction	IJCAI-FinTech	MS	PyTorch(Author)	17
A Quantum-inspired Entropic Kernel for Multiple Financial Time Series Analysis	IJCAI-FinTech	MS	PyTorch(Author)	``
Domain Adaptive Multi-Modality Neural Attention Network for Financial Forecasting	WWW	``	PyTorch(Author)	``
HTML: Hierarchical Transformer-based Multi-task Learning for Volatility Prediction	WWW	OD	PyTorch(Author)	25
Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations	EMNLP	``	PyTorch(3rd)	0
Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting	NeurIPS	Other	PyTorch(Author)	150
Joint Modeling of Local and Global Temporal Dynamics for Multivariate Time Series Forecasting with Missing Values	AAAI	MS	PyTorch(Author)	``
Tensorized LSTM with Adaptive Shared Memory for Learning Trends in Multivariate Time Series	AAAI	MS	PyTorch(Author)	41
Block Hankel Tensor ARIMA for Multiple Short Time Series Forecasting	AAAI	MS	PyTorch(Author)	63
Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks	KDD	MS	PyTorch(Author)	314
	NeurIPS	``	PyTorch(Author)	``

2019

Title	Venue	Type	Code	Star
Multi-task Recurrent Neural Networks and Higher-order Markov Random Fields for Stock Price Movement Prediction	KDD	MS	PyTorch(Author)	``
Investment Behaviors Can Tell What Inside: Exploring Stock Intrinsic Properties for Stock Trend Prediction	KDD	``	PyTorch(Author)	``
Individualized Indicator for All: Stock-wise Technical Indicator Optimization with Stock Embedding	KDD	``	PyTorch(Author)	``
Transformer-Based Capsule Network For Stock Movements Prediction	IJCAI-FinNLP	``	PyTorch(Author)	``
Knowledge-Driven Stock Trend Prediction and Explanation via Temporal Convolutional Network	WWW	OD	PyTorch(Author)	``
Enhancing Stock Movement Prediction with Adversarial Training	IJCAI	``	TensorFlow(Author)	85
CLVSA: A Convolutional LSTM Based Variational Sequence-to-Sequence Model with Attention for Predicting Trends of Financial Markets	IJCAI	``	PyTorch(Author)	``
What You Say and How You Say It Matters: Predicting Stock Volatility Using Verbal and Vocal Cues	ACL	MM	PyTorch(Author)	52
Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis	NeurIPS-W	``	PyTorch(Author)	``
Temporal Relational Ranking for Stock Prediction	ACM-TIS	OD	TensorFlow(Author)	176
A Novel Approach to Short-Term Stock Price Movement Prediction using Transfer Learning	AS	MS	PyTorch(Author)	``
DP-LSTM: Differential Privacy-inspired LSTM for Stock Prediction Using Financial News	NeurIPS	OD	PyTorch(Author)	``
Cogra: Concept-drift-aware Stochastic Gradient Descent for Time-series Forecasting	AAAI	``	PyTorch(Author)	``
	NeurIPS	``	PyTorch(Author)	``

2018

Title	Venue	Type	Code	Star
Stock Movement Prediction from Tweets and Historical Prices	ACL	OD	PyTorch(Author)	267
Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis	TNNLS	``	PyTorch(Author)	24
Incorporating Corporation Relationship via Graph Convolutional Neural Networks for Stock Price Prediction	CIKM	MS	PyTorch(Author)	``
Hierarchical Complementary Attention Network for Predicting Stock Price Movements with News	CIKM	OD	PyTorch(Author)	``
Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction	WSDM	OD	PyTorch(Author)	12
A Memory-Network Based Solution for Multivariate Time-Series Forecasting	AAAI	``	PyTorch(Author)	``
	NeurIPS	``	PyTorch(Author)	``

2017

Title	Venue	Type	Code	Star
A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction	IJCAI	``	Keras(Author)	91
Stock Price Prediction via Discovering Multi-Frequency Trading Patterns	KDD	``	Keras(Author)	54
	NeurIPS	``	PyTorch(Author)	``
	NeurIPS	``	PyTorch(Author)	``

2016

Title	Venue	Type	Code	Star
Knowledge-Driven Event Embedding for Stock Prediction	COLING	``	PyTorch(Author)	``

Previous Venues

Title	Venue	Type	Code	Star
Deep Learning for Event-Driven Stock Prediction	IJCAI	OD	PyTorch(Author)	152
Using Structured Events to Predict Stock Price Movement: An Empirical Investigation	EMNLP	OD	PyTorch(Author)	``

arXiv

Title	Date	Type	Code	Star
Multivariate Time Series Imputation by Graph Neural Networks	2021.09.23	MS	-	``
Artificial intelligence prediction of stock prices using social media	2021.01.22	OD	-	``
Learning Multiple Stock Trading Patterns with Temporal Routing Adaptor and Optimal Transport	2021.01.25	MS	-	``
Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Adaptive Refined Labeling	2021.01.26	``	-	``
Stock price prediction using BERT and GAN	2021.01.28	``	-	``
HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction	2019.11.12	``	-	``
Online Multi-Agent Forecasting with Interpretable Collaborative Graph Neural Networks	2021.07.02	Other	-	``
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	2021.04.23	Other	-	``
Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction	2020.10.26	``	-	``
	2021.01.28	``	-	``
	2021.01.28	``	-	``

Awesome Repositories

• deep-finance: Deep Learning for Finance
• DL4Stock
• Fintech Literature
• Deep learning models for traffic prediction
• Fintech-Survey: Paper & Code & Dataset Collection
• FinNLP: Research sources for NLP in Finance
• Graph-models-in-finance-application
• GNN-finance: Curated list of Graph Neural Network Applications in Business and Finance
• Deep Learning Time Series Forecasting
• GNN4Fintech
• Time-series-analysis-paper

Awesome Surveys

• Fusion in stock market prediction: A decade survey on the necessity, recent developments, and potential future directions, 2021 Information Fusion
• Applications of deep learning in stock market prediction: Recent progress, 2021 ESA
• Financial time series forecasting with deep learning : A systematic literature review: 2005–2019, 2019 ASC
• Natural language based financial forecasting: a survey, 2017

Awesome Blogs

• Stock predictions with state-of-the-art Transformer and Time Embeddings
• 当深度学习遇上量化交易——因子挖掘篇
• Attention for time series forecasting and classification

Awesome Datasets

• Top 5 Stock Market Datasets for Machine Learning
• Top 10 Stock Market Datasets for Machine Learning

Awesome Code

• Stock Prediction with Transformer (TensorFlow)
• Transformer Time Series Prediction
• DeepSeries: Deep Learning Models for time series prediction
• Convolutional Recurrent Seq2seq GAN for the Imputation of Missing Values in Time Series Data