Pinned Repositories
blacklitterman
Black-Litterman with MVO program for asset allocation (ETF)
comparison-of-PSO-and-GA
Particle Swarm Optimization vs. Genetic Algorithm Test
ExpectedGradients_IntegratedGradients_pytorch
simple implementation of Expected Gradients and Integrated Gradients by pytorch
goalProb
Goal Achieving Probabilities of Portfolios
Portfolio-Optimization-Deep-Learning
Mean-Variance Optimization using DL (pytorch)
Portfolio-Optimization-using-Whale-Optimization
simple implementation of portfolio optimization using WOA
riskPremium
Risk Premia Estimation (FamaMacbeth and Three-pass)
Stock2Vec-Inverse-Volatility
Asset Allocation Strategy using Stock2Vec Clustering
Volatility-Spillover
computes Volatility Spillover between Cryptocurrency (BTC/USD) and S&P 500 index
Whale-Optimization-Algorithm-python
simple WOA (Whale Optimization Algorithm) implementation
hobinkwak's Repositories
hobinkwak/Portfolio-Optimization-Deep-Learning
Mean-Variance Optimization using DL (pytorch)
hobinkwak/ExpectedGradients_IntegratedGradients_pytorch
simple implementation of Expected Gradients and Integrated Gradients by pytorch
hobinkwak/Stock2Vec-Inverse-Volatility
Asset Allocation Strategy using Stock2Vec Clustering
hobinkwak/Volatility-Spillover
computes Volatility Spillover between Cryptocurrency (BTC/USD) and S&P 500 index
hobinkwak/blacklitterman
Black-Litterman with MVO program for asset allocation (ETF)
hobinkwak/Portfolio-Optimization-using-Whale-Optimization
simple implementation of portfolio optimization using WOA
hobinkwak/Whale-Optimization-Algorithm-python
simple WOA (Whale Optimization Algorithm) implementation
hobinkwak/comparison-of-PSO-and-GA
Particle Swarm Optimization vs. Genetic Algorithm Test
hobinkwak/CounterFactual-Explanation-by-Metaheuristics
Interpretation of Black-Box Model with Counterfactual with Whale optimization and Genetic Algorithm
hobinkwak/goalProb
Goal Achieving Probabilities of Portfolios
hobinkwak/riskPremia
Risk Premia Estimation (FamaMacbeth and Three-pass)
hobinkwak/DialogFlow-Bulk-Upload
Now you can upload intents from a CSV format in DialogFlow
hobinkwak/CutMix_PyTorch
CutMix Implementation in PyTorch
hobinkwak/DL_modeling_practice
DL model을 구현하는 연습 Repo
hobinkwak/Fintech_project
21년 한국핀테크지원센터 pre-internship 과정 프로젝트
hobinkwak/GeneticAlgorithm
SUPER simple GA in python
hobinkwak/HackerRank_pracitce
python codes for HackerRank Problem Solving
hobinkwak/Index-Replication
hobinkwak/Machine-Learning-Study
Python practice for Supervised & Unsupervised Learning Algorithms
hobinkwak/Monte-Carlo-Simulation-of-Stock-Prices
Simple implementation of Monte-Carlo Simulation of Stock Prices
hobinkwak/NLP_on_10-Q_K
Sentimental Analysis on 10-Q and 10-K
hobinkwak/quantlib_practice
QuantLib codes for practice (BasicClass, BondPricing, FX Forward, IRS, etc. with QuantLib-Extension)
hobinkwak/research-ci-example
hobinkwak/Stock-Movements-Classification
This repo is for financial big data competition
hobinkwak/StockPrice-HMM
StockData by HMM
hobinkwak/tagger_by_HMM
POS tagger by HMM (pomegrante)
hobinkwak/TextSummarization
NLP projects using Encoder-Decoder model in Korea Univ (21-1)
hobinkwak/TimeSeriesAnalysis_practice
python codes for Time Series Analysis (for study)
hobinkwak/Volatility-Prediction-using-ML
Prediction of Portfolio Volatility with ML
hobinkwak/Web_Scraping_practice
request, beautifulsoup, selenium, scrapy, slack... (ing)