Pinned Repositories
-Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020_practice
AAAI2022-HCM
Source code of AAAI'22 paper: A Hybrid Causal Structure Learning Algorithm for Mixed-type Data
aat
Asynchronous, event-driven algorithmic trading in Python and C++
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Advanced-Deep-Trading
Mostly experiments based on "Advances in financial machine learning" book
aenea
Client-server library for using voice macros from Dragon NaturallySpeaking and Dragonfly on remote/non-windows hosts.
aeron
Efficient reliable UDP unicast, UDP multicast, and IPC message transport
AGI-Papers
Papers and Book to look at when starting AGI 📚
dysts
More than a hundred strange attractors
Mastering-Python-for-Finance-source-codes
Accompanying source codes for my book 'Mastering Python for Finance'.
chetanmehra's Repositories
chetanmehra/analyzingalpha
chetanmehra/arviz
Exploratory analysis of Bayesian models with Python
chetanmehra/bytewax
Python Stream Processing
chetanmehra/catch22
catch22: CAnonical Time-series CHaracteristics
chetanmehra/causalai
Salesforce CausalAI Library: A Fast and Scalable framework for Causal Analysis of Time Series and Tabular Data
chetanmehra/causalml-1
Uplift modeling and causal inference with machine learning algorithms
chetanmehra/changeforest
Random Forests for Change Point Detection
chetanmehra/changeforest-simulations
chetanmehra/Daily-Dose-of-Data-Science
A collection of code snippets from the publication Daily Dose of Data Science on Substack: https://avichawla.substack.com.
chetanmehra/efemarai
Platform for testing and improving ML continuously.
chetanmehra/futures
C++ Better Futures
chetanmehra/Kats
Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics, detecting change points and anomalies, to forecasting future trends.
chetanmehra/LTSF-Linear
[AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"
chetanmehra/Machine-Learning-Goodness
The Machine Learning repository contains ML/DL projects, notebooks, cheat codes of ML/DL/AI, useful information on AI/AGI and codes or coding snippets/scripts/tasks.
chetanmehra/machine_learning_refined
Notes, examples, and Python demos for the 2nd edition of the textbook "Machine Learning Refined" (published by Cambridge University Press).
chetanmehra/matrixprofile
A Python 3 library making time series data mining tasks, utilizing matrix profile algorithms, accessible to everyone.
chetanmehra/optscale
Hystax OptScale - Cloud Cost Optimization, FinOps and MLOps platform. Includes UI, all the source code and deployment instructions.
chetanmehra/PatchTST
An offical implementation of PatchTST: "A Time Series is Worth 64 Words: Long-term Forecasting with Transformers." (ICLR 2023) https://arxiv.org/abs/2211.14730
chetanmehra/r2
R2 Bitcoin Arbitrager is an automatic arbitrage trading system powered by Node.js + TypeScript.
chetanmehra/SCAMP
The fastest way to compute matrix profiles on CPU and GPU!
chetanmehra/shadowing
This implements Path Shadowing Monte-Carlo.
chetanmehra/shapley
The official implementation of "The Shapley Value of Classifiers in Ensemble Games" (CIKM 2021).
chetanmehra/skforecast
Time series forecasting with scikit-learn models
chetanmehra/spark-ml
chetanmehra/ta-rs
Technical analysis library for Rust language
chetanmehra/The-Kaggle-Workbook
Code Repository for The Kaggle Workbook, Published by Packt
chetanmehra/tomo-tv
chetanmehra/trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
chetanmehra/transcrypt
transparently encrypt files within a git repository
chetanmehra/volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading