├── AAAI_MarketGAN.yml ├── DJI_V2_RT_info_export.sh ├── DJI_V2_RT_train.sh ├── DJI_data_provider.sh ├── Evaluate_DJI_V2_RT.sh ├── LICENSE ├── MarketDynamicsModeling ├── MDM │ ├── __init__.py │ ├── evaluation │ │ ├── __init__.py │ │ └── market_dynamics_labeling │ │ │ ├── __init__.py │ │ │ ├── builder.py │ │ │ ├── custom.py │ │ │ └── model │ │ │ ├── __init__.py │ │ │ └── slice_and_merge_model.py │ └── utils │ │ ├── __init__.py │ │ ├── labeling_util.py │ │ ├── layers.py │ │ ├── market_dynamics_modeling_analysis.py │ │ ├── misc.py │ │ └── utils.py ├── __init__.py ├── configs │ ├── __init__.py │ ├── _base_ │ │ ├── __init__.py │ │ └── market_dynamics_model │ │ │ └── custom │ │ │ └── custom │ │ │ └── mdm.py │ └── market_dynamics_modeling │ │ ├── djia.py │ │ ├── market_dynamics_modeling.py │ │ └── market_dynamics_modeling_any_Null_Null_adam_mse.py └── tools │ ├── __init__.py │ └── market_dynamics_labeling │ └── run.py ├── MarketGAN.py ├── Plot_DJI_V2_RT.sh ├── Pretrain_DJI_V2_50.sh ├── README.md ├── __init__.py ├── data ├── DJI │ └── DJI_data.csv ├── __init__.py ├── baseline_data_preprocess.py ├── conditional_data_preprocess.py ├── data_preprocess.py ├── data_provider.py └── utils.py ├── dataset ├── __init__.py └── dataset.py ├── downstream_tasks ├── __init__.py ├── data │ ├── DJI.sh │ ├── __init__.py │ └── data_preparation.py ├── downstream_utils │ ├── __init__.py │ └── data_preprocessing.py ├── prediction_models │ ├── GRU.py │ ├── LSTM.py │ ├── RNN.py │ ├── TCN.py │ └── __init__.py ├── run_MarketGAN.sh ├── run_MarketGAN_GRU.sh ├── run_MarketGAN_LSTM.sh ├── run_MarketGAN_RNN.sh ├── run_MarketGAN_TCN.sh ├── run_prediction.py ├── run_real.sh ├── run_real_GRU.sh ├── run_real_LSTM.sh ├── run_real_RNN.sh └── run_real_TCN.sh ├── get_DJI_dataset.py ├── layers ├── Blocks.py ├── Conv_Blocks.py ├── Embed.py ├── Tokenizer.py └── __init__.py ├── main.py ├── metrics ├── Dynamics_prediction_TCN.py ├── __init__.py ├── general_rnn.py ├── metric_utils.py └── visualization.py ├── models ├── ConditionalSupervisor.py ├── DiscriminatorNetwork.py ├── EmbeddingNetwork.py ├── GeneratorNetwork.py ├── HistoryEmbedding.py ├── RecoveryNetwork.py ├── SupervisorNetwork.py ├── TimesNet.py ├── __init__.py ├── conditional_timegan.py ├── inception.py ├── models_utils.py └── timegan.py ├── service ├── MarketGAN_service.py ├── run_MarketGAN.sh └── trainningset_augmentation.py └── utils ├── __init__.py ├── stylized_facts_utils.py └── util.py /AAAI_MarketGAN.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/XiaHaochong98/Market-GAN/HEAD/AAAI_MarketGAN.yml -------------------------------------------------------------------------------- /DJI_V2_RT_info_export.sh: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/XiaHaochong98/Market-GAN/HEAD/DJI_V2_RT_info_export.sh -------------------------------------------------------------------------------- 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