Pinned Repositories
deep-cnn-sat-image-time-series
Deep CNN and RNN for Satellite Image Time Series
deep-keras-lstm-momo-transformer
Modifications to code from the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
deep-theano-rnn-lstm-car
Pack of Drones: Layered reinforcement learning (Q-learning w/ RNN) for complex "hunt" behaviors
deep_tf_notminst
two sets of (tensorflow) neural nets: 1. convnets for notMINST image recognition, 2. RNNs for natural language processing
fin_bond_option_pricing
estimate bond prices using un/constrained optimization, spot/instantaneous rates and vasicek and cev models
fin_equity_option_pricing
pricing european puts/calls and up-and-out puts using closed form and monte carlo simulation (cev process, euler and millstein discretization)
fin_hft_analytics
analysis of high frequency quote and trade data for F ang GM. finds a variety of "seasonal" patterns using vwap and duration measures.
fin_portfolio_volatility
builds stock portfolios based on: 1. price momentum strategies as described by Jegadeesh and Titman (2001), 2. tripartite momentum as described by Lewellen (2002), and 3. volatility quantile as proposed by Han, Yang and Zhou (2013). reports sharpe, treynor, sortino, calmar, information, and capm alpha metrics and benchmarks against buy-and-hold strategy.
mine_hh_incomes
digs into performance differential across tree strategies including random forest and gradient boosting machines when predicting household incomes.
mine_ncaa_rankings
using linear and logistic methods w/ sparse data structure, this analysis: 1. predicts team wins/losses, then 2. NCAA ranking.
MickyDowns's Repositories
MickyDowns/courses
Course materials for the Data Science Specialization: https://www.coursera.org/specialization/jhudatascience/1
MickyDowns/datasciencecoursera
repo for johns hopkins / coursera data science course
MickyDowns/datasharing
The Leek group guide to data sharing
MickyDowns/estimate_mpg
MickyDowns/household-power-consumption
Plotting Assignment 1 for Exploratory Data Analysis
MickyDowns/jhs-ml-project
MickyDowns/predict_mpg
shiny app to take estimate and predict mpg on '73-74 US vehicles
MickyDowns/ProgrammingAssignment2
Repository for Programming Assignment 2 for R Programming on Coursera
MickyDowns/stat_infer_proj
MickyDowns/ud036_StarterCode
Starter Code