Pinned Repositories
arch
ARCH models in Python
introtodeeplearning
Lab Materials for MIT 6.S191: Introduction to Deep Learning
LightGBM
A fast, distributed, high performance gradient boosting (GBT, GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks.
linearmodels
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
matplotlib
matplotlib: plotting with Python
ml-course-hse
Машинное обучение на ФКН ВШЭ
mplfinance
Financial Markets Data Visualization using Matplotlib
numpy
The fundamental package for scientific computing with Python.
numpy-tutorials
NumPy tutorials & educational content in notebook format
pandas
Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more
SaponinRacer's Repositories
SaponinRacer/arch
ARCH models in Python
SaponinRacer/introtodeeplearning
Lab Materials for MIT 6.S191: Introduction to Deep Learning
SaponinRacer/LightGBM
A fast, distributed, high performance gradient boosting (GBT, GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks.
SaponinRacer/linearmodels
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
SaponinRacer/matplotlib
matplotlib: plotting with Python
SaponinRacer/ml-course-hse
Машинное обучение на ФКН ВШЭ
SaponinRacer/mplfinance
Financial Markets Data Visualization using Matplotlib
SaponinRacer/numpy
The fundamental package for scientific computing with Python.
SaponinRacer/numpy-tutorials
NumPy tutorials & educational content in notebook format
SaponinRacer/pandas
Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more
SaponinRacer/pandas-datareader
Extract data from a wide range of Internet sources into a pandas DataFrame.
SaponinRacer/python-for-econometrics-statistics-data-analysis
Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard
SaponinRacer/scikit-learn
scikit-learn: machine learning in Python
SaponinRacer/scipy
SciPy library main repository
SaponinRacer/seaborn
Statistical data visualization in Python
SaponinRacer/statsmodels
Statsmodels: statistical modeling and econometrics in Python
SaponinRacer/deephedging
Implementation of the vanilla Deep Hedging engine
SaponinRacer/fashion-mnist
A MNIST-like fashion product database. Benchmark :point_down:
SaponinRacer/Financial-Derivative-Analysis-and-Simulation
Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction
SaponinRacer/HestonExotics
Tool for pricing exotic options in the Heston model
SaponinRacer/Market_Making
Algorithms for market making for the financial markets
SaponinRacer/neural-network-from-scratch
A Neural Network implemented from scratch (using only numpy) in Python.
SaponinRacer/numpy-financial
Standalone package of the NumPy financial functions
SaponinRacer/Pricing-Models
Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.
SaponinRacer/prophet
Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
SaponinRacer/QuantResearch
Quantitative analysis, strategies and backtests
SaponinRacer/Stochastic_Models
Python code of commonly used stochastic models for Monte-Carlo simulations
SaponinRacer/Timeseries-1
Timeseries for everyone
SaponinRacer/TimeSeriesAnalysisWithPython
SaponinRacer/Trading_Strategies
Examples of algo-trading strategies implemented in Python