Peng-Liu

Pinned Repositories

Advances-in-Financial-Machine-Learning
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ai-economist
Foundation is a flexible, modular, and composable framework to model socio-economic behaviors and dynamics with both agents and governments. This framework can be used in conjunction with reinforcement learning to learn optimal economic policies, as done by the AI Economist (https://www.einstein.ai/the-ai-economist).
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AnomaliesPhDModule
Resources for a PhD class module focused on anomalies.
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ARGA
This is a TensorFlow implementation of the Adversarially Regularized Graph Autoencoder(ARGA) model as described in our paper: Pan, S., Hu, R., Long, G., Jiang, J., Yao, L., & Zhang, C. (2018). Adversarially Regularized Graph Autoencoder for Graph Embedding, [https://www.ijcai.org/proceedings/2018/0362.pdf].
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AssayingAnomalies
MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
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Autoencoder-Asset-Pricing-Models
Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
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awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
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gte
Game Theory Explorer
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Trading-Interview-Questions
Guide on how to prepare for quant trading roles out of college
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youtube-dl
Command-line program to download videos from YouTube.com and other video sites
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Peng-Liu's Repositories

Peng-Liu/Trading-Interview-Questions
Guide on how to prepare for quant trading roles out of college
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Peng-Liu/Advances-in-Financial-Machine-Learning
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Peng-Liu/Autoencoder-Asset-Pricing-Models
Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
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Peng-Liu/awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
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Peng-Liu/backtrader_paperswithbacktest
Python Backtesting library for trading strategies
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Peng-Liu/BlockchainEconomicsTeaching
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Peng-Liu/Curvy-CUSIPs
Peng-Liu/ding_causalInference_python
python implementation of Peng Ding's "First Course in Causal Inference" https://dataverse.harvard.edu/dataset.xhtml?persistentId=doi:10.7910/DVN/ZX3VEV
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Peng-Liu/Finance-Projects
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Peng-Liu/generative-ai-for-beginners
18 Lessons, Get Started Building with Generative AI 🔗 https://microsoft.github.io/generative-ai-for-beginners/
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Peng-Liu/getfactormodels
Retrieve data for various multi-factor asset pricing models.
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Peng-Liu/GML2023
Graph Machine Learning course, Xavier Bresson, 2023
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Peng-Liu/HSBC-Limit-Order-Book-Data-Project-
This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms (including a CNN and decision tree model) to level-2 limit order book data and creating an accompanying trading strategy that could generate profits in active trading.
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Peng-Liu/Jane-Street-Solutions
Solutions to the Jane St monthly puzzles
Peng-Liu/Large-Time-Series-Model
Official code, datasets and checkpoints for "Timer: Generative Pre-trained Transformers Are Large Time Series Models" (ICML 2024)
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Peng-Liu/LeetCode-Py
⛽️「算法通关手册」：超详细的「算法与数据结构」基础讲解教程，从零基础开始学习算法知识，850+ 道「LeetCode 题目」详细解析，200 道「大厂面试热门题目」。
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Peng-Liu/LeetCode-Solutions
🏋️ Python / Modern C++ Solutions of All 3118 LeetCode Problems (Weekly Update)
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Peng-Liu/LLMs-from-scratch
Implementing a ChatGPT-like LLM from scratch, step by step
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Peng-Liu/mlcourse
Machine learning course materials.
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Peng-Liu/Moore-Velikov
Replication code for Moore and Velikov (2022), Oil price exposure and the cross section of stock returns
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Peng-Liu/Python-100-Days
Python - 100天从新手到大师
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Peng-Liu/Python-Core-50-Courses
Python语言基础50课
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Peng-Liu/python-deepdive
Python Deep Dive Course - Accompanying Materials
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Peng-Liu/python-training
Python training for business analysts and traders
Peng-Liu/solid-sim-tutorial-gpu
A curated set of C++ examples for optimization-based elastodynamic contact simulation using CUDA, emphasizing algorithmic convergence, penetration-free, and inversion-free conditions. Designed for readability and understanding, this tutorial helps beginners learn how to write simple GPU code for efficient solid simulations.
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Peng-Liu/tech-interview-handbook
💯 Curated coding interview preparation materials for busy software engineers
Peng-Liu/The-Art-of-Linear-Algebra
Graphic notes on Gilbert Strang's "Linear Algebra for Everyone"
Peng-Liu/ttml2021fall
DS-GA 3001: Tools and Techniques for Machine Learning (NYU Fall 2021)
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Peng-Liu/udlbook
Understanding Deep Learning - Simon J.D. Prince
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Peng-Liu/WorkingPaperTemplate
WorkingPaperTemplate is a LaTeX template for working papers and presentations.
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