greysun

Data to Deep learning

Beijing,China

Pinned Repositories

ActionBarSherlock
Action bar implementation which uses the native action bar on Android 4.0+ and a custom implementation on pre-4.0 through a single API and theme.
Language:Java2 2 00
AlphaTrading
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
Language:Jupyter Notebook1 0 00
Android-ViewPagerIndicator
Paging indicator widgets compatible with the ViewPager from the Android Support Library and ActionBarSherlock. Originally based on Patrik Åkerfeldt's ViewFlow.
Language:Java2 2 00
Aspect-Based-Sentiment-Analysis
A paper list for aspect based sentiment analysis.
1 2 00
audio-sound-and-speech
Repository of audio,sound and speech related paper ,tools and docs
10 1 02
autoscraper
A Smart, Automatic, Fast and Lightweight Web Scraper for Python
Language:Python1 0 00
CV
computer vision
1 1 00
DataSet-
Dataset for NLP，CV and ASR . Also web crawling & scraping toolkit and data cleaning
0 2 00
NLP
natural language processing
2 1 00
Papers-for-deep-learning
Resouces for machine learning and deep learning, RL, TL ,etc.
1 2 00

greysun's Repositories

greysun/bitcoin_volatility_forecasting
GARCH and Multivariate LSTM forecasting models for realized volatility with potential applications in options trading, hedging, portfolio management, and risk management
Language:Jupyter Notebook1 0 0
greysun/ChainKnowledgeGraph
ChainKnowledgeGraph, 产业链知识图谱包括A股上市公司、行业和产品共3类实体，包括上市公司所属行业关系、行业上级关系、产品上游原材料关系、产品下游产品关系、公司主营产品、产品小类共6大类。上市公司4,654家，行业511个，产品95,559条、上游材料56,824条，上级行业480条，下游产品390条，产品小类52,937条，所属行业3,946条。
Language:Python1 0 0
greysun/chanvis
基于TradingView本地SDK的可视化前后端代码，适用于缠论量化研究，和其他的基于几何交易的量化研究。缠论量化摩尔缠论缠论可视化 TradingView TV-SDK
Language:Vue0 0
greysun/datumaro
Dataset Management Framework, a Python library and a CLI tool to build, analyze and manage Computer Vision datasets.
Language:Python0 0
greysun/douglas-quaid
Open source software for image correlation, distance and analysis
Language:Python0 0
greysun/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
Language:Jupyter Notebook0 0
greysun/HIST
The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".
Language:Python0 0
greysun/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.
Language:Python0 0
greysun/NitroFE
NitroFE is a Python feature engineering engine which provides a variety of modules designed to internally save past dependent values for providing continuous calculation.
Language:Python0 0
greysun/order-matcher
simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders
greysun/OrderBook
Matching Engine for Limit Order Book
Language:Python0 0
greysun/Orderflow
This Python package manages methods to reshape tick by tick data for order flow analysis
Language:Python0 0
greysun/OrderflowChart
Plot orderflow footprint charts using plotly in python.
Language:Python0 0
greysun/py-market-profile
A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.
Language:Python0 0
greysun/pyfbad
An open-source outlier detection package by Getcontact Data Team
Language:Python0 0
greysun/Python_Portfolio__VaR_Tool
Python-based portfolio / stock widget , calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice
Language:Python0 0
greysun/pyts
A Python package for time series classification
Language:Python0 0
greysun/Quantitative-analysis
量化研究-券商金工研报复现
Language:Jupyter Notebook0 0
greysun/Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Language:Python0 0
greysun/rocket
ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernels
Language:Python0 0
greysun/ruptures
ruptures: change point detection in Python
Language:Python0 0
greysun/sentence-transformers
Sentence Embeddings with BERT & XLNet
Language:Python0 0
greysun/SimTSC
[SDM 2022] Towards Similarity-Aware Time-Series Classification
Language:Python0 0
greysun/Stock-Prediction-Models
machine learning and deep learning models for Stock forecasting including trading bots and simulations
Language:Jupyter Notebook0 0
greysun/Stocks-Pattern-Analyzer
discover different patterns based on similarity measures in historical (financial) data
Language:Python0 0
greysun/surpriver
Find big moving stocks before they move using machine learning and anomaly detection
Language:Python0 0
greysun/Time-Series-Analysis-Tutorial
时间序列分析教程
Language:Jupyter Notebook0 0
greysun/tsfel
An intuitive library to extract features from time series, statistical, temporal and spectral domains.
Language:Python0 0
greysun/UnusualVolumeDetector
Gets the last 5 months of volume history for every ticker, and alerts you when a stock's volume exceeds 10 standard deviations from the mean within the last 3 days
Language:HTML0 0
greysun/ZigZag
Python library for identifying the peaks and valleys of a time series.
Language:Jupyter Notebook0 0