Pinned Repositories
Advances-in-Financial-Machine-Learning
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).
AnomaliesPhDModule
Resources for a PhD class module focused on anomalies.
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].
AssayingAnomalies
MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
Autoencoder-Asset-Pricing-Models
Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
gte
Game Theory Explorer
Trading-Interview-Questions
Guide on how to prepare for quant trading roles out of college
youtube-dl
Command-line program to download videos from YouTube.com and other video sites
Peng-Liu's Repositories
Peng-Liu/youtube-dl
Command-line program to download videos from YouTube.com and other video sites
Peng-Liu/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).
Peng-Liu/BAP
Bayesian Analysis with Python (Second Edition)
Peng-Liu/BeamerEcon
A template for a presentation using `beamer` in Economics in Nord colour palette.
Peng-Liu/Betting-Against-Beta
This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.
Peng-Liu/CodeWithMosh_Sql_LearningNotes
CodeWithMosh_Sql_LearningNotes
Peng-Liu/deep-learning-book
Repository for "Introduction to Artificial Neural Networks and Deep Learning: A Practical Guide with Applications in Python"
Peng-Liu/Diffusion-Models-Papers-Survey-Taxonomy
Diffusion model papers, survey, and taxonomy
Peng-Liu/ECOM025_2020
Financial Econometrics module (MSc level)
Peng-Liu/ECOM151_2020
Big Data Applications in Finance module (MSc level)
Peng-Liu/EquityCharacteristics
Calculate U.S. equity (portfolio) characteristics
Peng-Liu/Habit-Models-Advanced-Asset-Pricing
Peng-Liu/identifying_price_informativeness
Replication Code for Identifying Price Informativeness
Peng-Liu/Investment-Portfolio
A series of data science processes on R to determine an investment portfolio with the highest predicted returns.
Peng-Liu/ipca-1
Instrumented Principal Components Analysis
Peng-Liu/LectureNotes
A set of lecture notes from my PhD classes at Boston College
Peng-Liu/macro_ML
Course Website on Macroeconomic Analysis with Machine Learning and Big Data
Peng-Liu/Master-Thesis
This repository hold all files used in my master thesis.
Peng-Liu/MV-LSTM
Multi-variable LSTM recurrent neural networks for prediction and interpretation of multi-variable time series
Peng-Liu/nber-workshop-2022
Code for the Spring 2022 heterogeneous-agent macro workshop
Peng-Liu/neuralSDE-marketmodel
Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
Peng-Liu/powerful-gnns
How Powerful are Graph Neural Networks?
Peng-Liu/python-machine-learning-book
The "Python Machine Learning (1st edition)" book code repository and info resource
Peng-Liu/python-machine-learning-book-2nd-edition
The "Python Machine Learning (2nd edition)" book code repository and info resource
Peng-Liu/pytorch-CycleGAN-and-pix2pix
Image-to-image translation in PyTorch (e.g., horse2zebra, edges2cats, and more)
Peng-Liu/QuantitativePrimer
An Interview Primer for Quantitative Finance
Peng-Liu/reinforcement-learning
Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.
Peng-Liu/Reinforcement-learning-in-portfolio-management-
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.
Peng-Liu/SQL-complete-tutorial
This is an SQL complete tutorial, which covers MySQL fundamentals, as well as advanced topics. It's created by Mosh Hamedani.
Peng-Liu/volatility_informativeness
Replication of Volatility and Informativeness