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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.

:high_brightness: Updated 2021-11-03

Table of Contents

Type of Time Series Prediction
Transformer-based Methods
Graph-based Methods
Time Series Prediction
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	``	-	``

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