TheQuantScientist
Hi there, I am Andrew, a data scientist at RMIT, majoring in Economics and Finance. I have a great passion for data analysis in R and Python!
RMIT University VietnamHo Chi Minh City
Pinned Repositories
Bittensor-TSPS
Prediction subnet built on Bittensor
CNN-BiLSTM
This repository contains stock datasets of Microsoft (MSFT), NVIDIA (NVDA), and Apple (AAPL). It also includes the source code of our Hybrid Deep Learning model (CNN-BiLSTM) with the implementation of Time Delay Embedding technique.
CNN-BiLSTM-GRU
This repository contains stock datasets of Target (TGT), Amazon (AMZN), and Walmart (WMT). It also includes the source code of our Hybrid Deep Learning model (CNN-BiLSTM-GRU) with the implementation of Phase Space Reconstruction technique.
FeatureEngineering-BiLSTM
This repository contains stock datasets of Apple (AAPL), Amazon (AMZN), and Microsoft (MSFT). Data is segmented into "Raw" datasets (with basic OHLCV features) and "Enhanced" datasets (with additional technical/engineered features). It also includes the source code of our BiLSTM model and its alternative for comparative purposes.
Lightweight-Transformer
A lightweight but efficient Transformer model for accurate univariate stock price forecasting, designed for real-time trading applications. This project transforms the vanilla Transformer architecture for higher-precision financial time series analysis with minimal computational demands.
LSTM
This repository contains stock datasets of International Business Machine (IBM), CISCO (CSCO), and Intel (INTC). It also includes the source code of our Deep Learning model.
PSR-NODE
[PACIS 2024] The official repo for the paper: "Phase Space Reconstructed Neural Ordinary Differential Equations Model for Stock Price Forecasting".
TheQuantScientist
Config files for my GitHub profile.
TheQuantScientist's Repositories
TheQuantScientist/Lightweight-Transformer
A lightweight but efficient Transformer model for accurate univariate stock price forecasting, designed for real-time trading applications. This project transforms the vanilla Transformer architecture for higher-precision financial time series analysis with minimal computational demands.
TheQuantScientist/PSR-NODE
[PACIS 2024] The official repo for the paper: "Phase Space Reconstructed Neural Ordinary Differential Equations Model for Stock Price Forecasting".
TheQuantScientist/CNN-BiLSTM
This repository contains stock datasets of Microsoft (MSFT), NVIDIA (NVDA), and Apple (AAPL). It also includes the source code of our Hybrid Deep Learning model (CNN-BiLSTM) with the implementation of Time Delay Embedding technique.
TheQuantScientist/CNN-BiLSTM-GRU
This repository contains stock datasets of Target (TGT), Amazon (AMZN), and Walmart (WMT). It also includes the source code of our Hybrid Deep Learning model (CNN-BiLSTM-GRU) with the implementation of Phase Space Reconstruction technique.
TheQuantScientist/FeatureEngineering-BiLSTM
This repository contains stock datasets of Apple (AAPL), Amazon (AMZN), and Microsoft (MSFT). Data is segmented into "Raw" datasets (with basic OHLCV features) and "Enhanced" datasets (with additional technical/engineered features). It also includes the source code of our BiLSTM model and its alternative for comparative purposes.
TheQuantScientist/LSTM
This repository contains stock datasets of International Business Machine (IBM), CISCO (CSCO), and Intel (INTC). It also includes the source code of our Deep Learning model.
TheQuantScientist/TheQuantScientist
Config files for my GitHub profile.
TheQuantScientist/Bittensor-TSPS
Prediction subnet built on Bittensor