ADSX24
Ph.D Candidate in Quantitative Finance at UCLouvain, Belgium // M.Sc in Business Engineering from University of Liège
ADSX24's Stars
microsoft/ML-For-Beginners
12 weeks, 26 lessons, 52 quizzes, classic Machine Learning for all
ml-tooling/best-of-ml-python
🏆 A ranked list of awesome machine learning Python libraries. Updated weekly.
rlabbe/Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
rmcelreath/stat_rethinking_2023
Statistical Rethinking Course for Jan-Mar 2023
owid/co2-data
Data on CO2 and greenhouse gas emissions by Our World in Data
pushpendughosh/Stock-market-forecasting
Forecasting directional movements of stock prices for intraday trading using LSTM and random forest
giuse88/duka
duka - Dukascopy historical data downloader
jonathancornelissen/highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
andrija-djurovic/adsfcr
Applied Data Science for Credit Risk
lucabarbaglia/FiGASR
Lexicon-based Sentiment Analysis for Economic and Financial Applications in R
VBayesLab/Stochastic-Volatility
A Matlab Package to implement Bayesian Inference, forecast and simulation for stochastic volatility models including LSTM-SV, SV, etc.
DavZim/OptionValuation
A shiny application to explore the basics of option evaluation
davidakelley/MFSS
Mixed Frequency State Space toolbox
zhangkelly014/Nowcasting
Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.
yxue02/Stock-returns-forecasting-using-Bayesian-methods
Forecast monthly stock returns by implementing a hidden Markov model with MCMC sampling using
newportquant/MCMC-for-stochastic-volatility
Stochastic Volatility Estimated by MCMC (Markov Chain Monte Carlo) Method
anouel/stat-cookbook
:orange_book: The probability and statistics cookbook
notreallyaclue/stockpricedownloader
Downloads stock prices from google down to intraday (seconds if available) for last 20 days. Uses a list of ticker symbols to batch generate.