alvinjamur

A-Beginner-Guide-to-Carry-out-Extreme-Value-Analysis-with-Codes-in-Python

A beginner's guide to carry out extreme value analysis, which consists of basic steps, multiple distribution fitting, confidential intervals, IDF/DDF, and a simple application of IDF information for roof drainage design. The guide mainly focuses on extreme rainfall analysis. However, the basic steps are also suitable for other climatic or hydrologic variables such as temperature, wind speed or runoff.

Adv_Fin_ML_Exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

altair

Declarative statistical visualization library for Python

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

Bitcoin-Trader-RL

A profitable cryptocurrency trading environment using deep reinforcement learning and OpenAI's gym

misc

metalog

peep-dis

A colorful python CLI object inspector

stockpredictionai

In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.

talos

Hyperparameter Optimization for Keras Models

tpot

A Python Automated Machine Learning tool that optimizes machine learning pipelines using genetic programming.

alvinjamur/Deep-Trading

Algorithmic trading with deep learning experiments

alvinjamur/pyESN

Echo State Networks in Python

alvinjamur/tensorflow-build

TensorFlow binaries supporting AVX, FMA, SSE

alvinjamur/fastai

The fast.ai deep learning library, lessons, and tutorials

alvinjamur/dask-tutorial-scipy-2018

Materials for "Parallelizing Scientific Python with Dask"

alvinjamur/waipy

This guide includes a Continuous Wavelet Transform (CWT), significance tests from based on Torrence and Compo (1998) and Cross Wavelet Analysis (CWA) based on Maraun and Kurths(2004).

alvinjamur/scikit-optimize

Sequential model-based optimization with a `scipy.optimize` interface

alvinjamur/tryenlight.github.io

:computer: Learn to code by building projects [new code base at https://github.com/TryEnlight/site]

alvinjamur/probability

Probabilistic reasoning and statistical analysis in TensorFlow

alvinjamur/kernelml

alvinjamur/Reinforcement-learning-with-tensorflow

Simple Reinforcement learning tutorials

alvinjamur/Deep-Learning-in-Python

Hands-on, practical knowledge of how to use neural networks and deep learning with Keras 2.0

alvinjamur/tsfresh

Automatic extraction of relevant features from time series:

alvinjamur/tensorflow-without-a-phd

A crash course in six episodes for software developers who want to become machine learning practitioners.

alvinjamur/altair

Declarative statistical visualization library for Python

alvinjamur/sklearn-deap

Use evolutionary algorithms instead of gridsearch in scikit-learn

alvinjamur/pysystemtrade

Systematic Trading in python

alvinjamur/talos

Hyperparameter Optimization for Keras Models

alvinjamur/awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

alvinjamur/tensorforce

TensorForce: A TensorFlow library for applied reinforcement learning

alvinjamur/ta

Technical Analysis Library in Python

alvinjamur/Adv_Fin_ML_Exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

alvinjamur/PyTrendFollow

PyTrendFollow - systematic futures trading using trend following

alvinjamur/jupyter-notebooks

alvinjamur/mixture_model_trading_public

alvinjamur/daft

Render some probabilistic graphical models using matplotlib

alvinjamur/PGPortfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

alvinjamur/volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

alvinjamur/notebooks

Collection of Jupyter notebooks for various experiments and sketches.

alvinjamur/qtrader

Reinforcement Learning for Portfolio Management