Infatum

Infatum's Stars

• dennybritz/reinforcement-learning

  Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.

  Language:Jupyter Notebook20.5k8591556k

• ShangtongZhang/reinforcement-learning-an-introduction

  Python Implementation of Reinforcement Learning: An Introduction

  Language:Python13.5k555994.8k

• khanhnamle1994/cracking-the-data-science-interview

  A Collection of Cheatsheets, Books, Questions, and Portfolio For DS/ML Interview Prep

  Language:Jupyter Notebook3.6k7421k

• boyboi86/AFML

  All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.

  Language:Jupyter Notebook594111161

• Rachnog/Advanced-Deep-Trading

  Mostly experiments based on "Advances in financial machine learning" book

  Language:Jupyter Notebook542435214

• bybit-exchange/pybit

  Official Python3 API connector for Bybit's HTTP and WebSockets APIs.

  Language:Python3849137129

• fracdiff/fracdiff

  Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.

  Language:Python29034355

• Rachnog/Deep-Portfolio-Management

  Source code for the blog post on the evolution of the asset allocation methods

  Language:Jupyter Notebook211170105

• Rachnog/Neural-ODE-Experiments

  This repository contains experiments with Neural Ordinary Differential Equations with simulated and real empirical data

  Language:Jupyter Notebook19512161

• fernandodelacalle/adv-financial-ml-marcos-exercises

  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado

  Language:Jupyter Notebook19411179

• JackBrady/Financial-Machine-Learning

  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado

  Language:Jupyter Notebook1184052

• Rachnog/Neural-Networks-for-Differential-Equations

  UNIVR PDE course project and just for fun

  Language:Jupyter Notebook11511383

• verata-veritatis/pybit

  Python3 API connector for Bybit's HTTP and Websockets APIs.

  Language:Python1141043190

• ReactiveBayes/ReactiveMP.jl

  High-performance reactive message-passing based Bayesian inference engine

  Language:Julia1021313414

• ritchieng/fractional_differencing_gpu

  Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-400x speed up over CPU implementation.

  Language:Jupyter Notebook548111

• rspadim/Adv_Fin_ML

  Advances in Financial Machine Learning by Marcos Lopez De Prado

  Language:Python539122

• peng3738/Selfstudy-note-for-advances-in-financial-machine-learning

  Notebook for <Advances in Financial Machine Learning> using Python 3.7

  Language:Python431028

• SystemsBioinformatics/stochpy

  StochPy is a versatile stochastic modeling package which is designed for stochastic simulation of molecular control networks

  Language:Python40849

• bperezorozco/ordinal_tsf

  Language:Jupyter Notebook305211

• boyboi86/mlfinlab

  Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.

  Language:Python221018

• wilsonfreitas/AFML

  Code implementations of my studies on the book Advances in Financial Machine Learning

  Language:Jupyter Notebook12305

• jkclem/chowtest

  Python package to test for structural breaks at a specified date using the Chow Test.

  Language:Jupyter Notebook11239

• felixenzogarofalo/AFML_in_catalyst

  Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catalyst.

  Language:Jupyter Notebook102210

• blazecolby/Financial-Machine-Learning

  Notes on Advances in Financial Machine Learning by Marcos Lopez de Prado

  6201

• nowickam/structural-break-detection

  Implementation of the genetic algorithm for structural break detection in time series that chooses a piecewise autoregressive model using minimum description length principle

  Language:Python6211

• liygCR/breakPSAR

  A novel and Fast Multiple Structural Break Estimation for Nonstationary Time Series Models.

  Language:R4105

• mvdwerve/streambar

  Converts a stream of data into bars of various types in line with ML De Prado - Advances in Financial Machine Learning. Extracts extra information from these bars.

  Language:C++3102

• TUW-GEO/pybreaks

  Python package for the detection and correction of structural breaks in climate observation series

  Language:Python3503

• allansp84/covid19-airports-activity-analysis

  This repository contains the implementation of our strategy to detect structural breaks caused by the COVID-19 pandemic, in time series of detected flying airplanes through remote sensing imagery, and the recovery rate of 30 busiest airports in countries with some integration to the European Union.

  Language:Python11

• xvoidee/modern-cpp-features

  A cheatsheet of modern C++ language and library features.

  Language:Python1000