Fred-LHH

Fred-LHH's Stars

• ujjwalkarn/Machine-Learning-Tutorials

  machine learning and deep learning tutorials, articles and other resources

  15.5k799123.8k

• jundongl/scikit-feature

  open-source feature selection repository in python

  Language:Python1.5k6056447

• Yimeng-Zhang/feature-engineering-and-feature-selection

  A Guide for Feature Engineering and Feature Selection, with implementations and examples in Python.

  Language:Jupyter Notebook1.4k288409

• dalinvip/cnn-lstm-bilstm-deepcnn-clstm-in-pytorch

  In PyTorch Learing Neural Networks Likes CNN、BiLSTM

  Language:Python1.2k238341

• cvxgrp/cvxportfolio

  Portfolio optimization and back-testing.

  Language:Python98663117257

• duxuhao/Feature-Selection

  Features selector based on the self selected-algorithm, loss function and validation method

  Language:Python6722313201

• 0xfdf/toraniko

  A multi-factor equity risk model for quantitative trading.

  Language:Python587193148

• kaushalshetty/FeatureSelectionGA

  Feature Selection using Genetic Algorithm (DEAP Framework)

  Language:Python3639995

• solegalli/feature-selection-for-machine-learning

  Code repository for the online course Feature Selection for Machine Learning

  Language:Jupyter Notebook29892336

• rasgointelligence/feature-engineering-tutorials

  Data Science Feature Engineering and Selection Tutorials

  Language:Jupyter Notebook27898100

• krishnaik06/Feature-Selection-techniques

  Language:Jupyter Notebook173135241

• zhaohui-yang/LegoNet

  A Pytorch implementation of "LegoNet: Efficient Convolutional Neural Networks with Lego Filters" (ICML 2019).

  Language:Python1417215

• x35f/alpha2

  pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"

  Language:Python1144523

• dayzorro/GPLearnFinance3D

  对GPLearn完成了三维改造，并且增加了IC,IR,RankIC等指标，增加了样本内样本外的数据保存，增加了基于IC追踪所有generation中符合要求的因子并保存的功能。

  Language:Python1081827

• ACEACEjasonhuang/gplearnplus

  升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线

  Language:Python502111

• Eric991005/Multitask-Stockformer

  A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network

  Language:Jupyter Notebook37544

• Harryx2019/CI-STHPAN

  Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergraph

  Language:Python35255

• blaahhrrgg/equity-risk-model

  Attribution and optimisation using a multi-factor equity risk model.

  Language:Jupyter Notebook30306

• han14466/gplearn_stock_dataframe

  改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。

  Language:Python144

• muhaochen-2021/-Star2-Multi-Factor-Selection-Mode

  Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.

  Language:Jupyter Notebook11202

• Harryx2019/STHAN-SR

  复现AAAI-21-STHAN-SR

  Language:Jupyter Notebook10141

• weiqingv/DEAP-alpha-learner

  Alpha mining with DEAP-based genetic programming.

  Language:Jupyter Notebook8103

• efJerryYang/worldquant-brain-simulator

  This is a simulator to help with backtesting your alphas offline for platform WorldQuant Brain

  Language:Python6133

• HaoningChen/Houfang-Cup

  首届厚方杯二等奖方案重制版

  Language:Jupyter Notebook5100

• Harryx2019/Backtest

  量化虚拟平台搭建项目

  Language:Jupyter Notebook5101

• StevenChen16/QuantiveTrading

  一个开源的量化交易项目。使用python（jupyter）

  Language:Jupyter Notebook5

• HaoningChen/22-SRP

  Language:Jupyter Notebook3100

• JohannanZhang/GP-Quant

  基于遗传规划gplearn方法针对股票分时量价因子的研究

  310

• gangads1/Feature_Selection

  SFS, RFE, RandomForest, Lasso regression

  Language:Jupyter Notebook120

• Pshower/XZY

  24量化项目

  Language:Jupyter Notebook110