enricodetoma

enricodetoma's Stars

• dmlc/xgboost

  Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow

  Language:C++26.4k9095.3k8.7k

• microsoft/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.

  Language:C++16.8k4353.4k3.8k

• interpretml/interpret

  Fit interpretable models. Explain blackbox machine learning.

  Language:C++6.3k146453737

• r0f1/datascience

  Curated list of Python resources for data science.

  4.3k1432693

• hmmlearn/hmmlearn

  Hidden Markov Models in Python, with scikit-learn like API

  Language:Python3.1k123440739

• libevm/subway

  A practical example on how to perform sandwich attacks on Ethereum

  Language:Solidity2.2k4119537

• dchest/tweetnacl-js

  Port of TweetNaCl cryptographic library to JavaScript

  Language:JavaScript1.8k44157296

• bashtage/arch

  ARCH models in Python

  Language:Python1.3k50213253

• bashtage/linearmodels

  Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

  Language:Python95725177184

• chronoxor/CppTrader

  High performance components for building Trading Platform such as ultra fast matching engine, order book processor

  Language:C++8465131257

• amor71/LiuAlgoTrader

  Framework for algorithmic trading

  Language:Python79841124132

• imbs-hl/ranger

  A Fast Implementation of Random Forests

  Language:C++77841439194

• deeptime-ml/deeptime

  Python library for analysis of time series data including dimensionality reduction, clustering, and Markov model estimation

  Language:Python775227683

• quarkfin/qf-lib

  Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.

  Language:Python561181771

• Boulder-Investment-Technologies/lppls

  Library for fitting the LPPLS model to data.

  Language:Jupyter Notebook3792637116

• przemek83/volbx

  Graphical tool for data manipulation written in C++/Qt.

  Language:C++2449724

• martinobdl/ITCH

  Nasdaq Order Book Reconstructor

  Language:C++23411666

• cristianpjensen/stock-market-prediction-via-google-trends

  Attempt to predict future stock prices based on Google Trends data.

  Language:Python10434627

• davidalbertonogueira/MLP

  Simple multilayer perceptron c++ implementation.

  Language:C++787921

• popcorn/xgb2cpp

  Converts XGBoost raw model dumps to C++ code.

  Language:Python646526

• EmbolismSoil/xgboostpp

  将XGBoost c api封装成c++接口

  Language:C++362212

• hklchung/StockPricePredictor

  An S&P500 Stock Index Movement Predictor built with Machine Learning models

  Language:Jupyter Notebook361019

• lohithn4/stock-market-prediction

  A detailed study of four machine learning Techniques(Random-Forest, Linear Regression, Neural-Networks, Technical Indicators(Ex: RSI)) has been carried out for Google Stock Market prediction using Yahoo and Google finance historical data.

  Language:Jupyter Notebook233111

• ora600pl/rico2

  This is open source project to map BBED functionality

  Language:Python142011

• ryancorywright/SparsePortfolioSelection.jl

  Julia implementation of the algorithm described in the paper "A scalable algorithm for sparse portfolio selection" by Bertsimas and Cory-Wright

  Language:Jupyter Notebook11210

• ryancorywright/ScalableSPCA.jl

  Code accompanying the paper "Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality" by Bertsimas, Cory-Wright and Pauphilet

  Language:Julia3102

• sdannyvi/AnytimePCA

  A new greedy anytime algorithm for sparse PCA

  Language:Python3200

• titmy/eigen-portfolio-construction

  Language:Jupyter Notebook3204

• praaline/praaline-dependencies

  Third-party open source libraries and dependencies for building Praaline

  Language:C++2100

• Qxray-app/SingleApplication

  Language:C++110