Pinned Repositories
100-exercises-to-learn-rust
A self-paced course to learn Rust, one exercise at a time.
abides-jpmc-public
hierarchical-tree-distance
An implementation of the AKB tree distance, a measure designed to quantify the similarity between classes within a hierarchical label tree. Adept at emphasizing the importance of higher hierarchy errors, utilizing the taxonomy's inherent structure instead of simply flattening the hierarchy in traditional.
meta-labeling-and-lstm
An implementation that applies meta-labeling to minute-frequency stock data, utilizing LSTM as the primary model for price direction prediction, which forms the basis for a trading strategy augmented by a secondary meta-labeling layer to filter false positives and improve risk-return metrics.
mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
model-fingerprint
A model-agnostic method to decompose predictions of machine learning models into linear, nonlinear and pairwise interaction effects.
pytorch-shap
An implemention of using PyTorch model in shap framework. Created shap.Explanation object for PyTorch models to facilitate visualisation using a unified interface.
semi-supervised-chameleon-clustering
An implementation of semi-supervised Chameleon clustering, capable of integrating must-link and cannot-link constraints at various levels of hierarchy to guide the clustering process. It also offers the ability to perform Chameleon clustering without any constraints, i.e., pure unsupervised clustering.
semi-supervised-hedge-fund-clustering
A semi-supervised clustering method utilizing tree distance for enhanced hierarchical classification of funds in fund of funds analysis.
hon-gyu's Repositories
hon-gyu/meta-labeling-and-lstm
An implementation that applies meta-labeling to minute-frequency stock data, utilizing LSTM as the primary model for price direction prediction, which forms the basis for a trading strategy augmented by a secondary meta-labeling layer to filter false positives and improve risk-return metrics.
hon-gyu/pytorch-shap
An implemention of using PyTorch model in shap framework. Created shap.Explanation object for PyTorch models to facilitate visualisation using a unified interface.
hon-gyu/mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
hon-gyu/model-fingerprint
A model-agnostic method to decompose predictions of machine learning models into linear, nonlinear and pairwise interaction effects.
hon-gyu/semi-supervised-chameleon-clustering
An implementation of semi-supervised Chameleon clustering, capable of integrating must-link and cannot-link constraints at various levels of hierarchy to guide the clustering process. It also offers the ability to perform Chameleon clustering without any constraints, i.e., pure unsupervised clustering.
hon-gyu/semi-supervised-hedge-fund-clustering
A semi-supervised clustering method utilizing tree distance for enhanced hierarchical classification of funds in fund of funds analysis.
hon-gyu/abides-jpmc-public
hon-gyu/chameleon_cluster
A chameleon clustering algorithm implementation in PYTHON3.
hon-gyu/dowhy
DoWhy is a Python library for causal inference that supports explicit modeling and testing of causal assumptions. DoWhy is based on a unified language for causal inference, combining causal graphical models and potential outcomes frameworks.
hon-gyu/feature-clustering
A data-driven dimensionality reduction analysis utilizing Dask and Scikit-Learn to be used in a paper for Lawrence Berkeley National Laboratory
hon-gyu/hierarchical-tree-distance
An implementation of the AKB tree distance, a measure designed to quantify the similarity between classes within a hierarchical label tree. Adept at emphasizing the importance of higher hierarchy errors, utilizing the taxonomy's inherent structure instead of simply flattening the hierarchy in traditional.
hon-gyu/hon-gyu
hon-gyu/langchain
⚡ Building applications with LLMs through composability ⚡
hon-gyu/Logseq-Notes
semi-blog
hon-gyu/matcha
Daily Digest Reader
hon-gyu/miryoku_zmk
Miryoku is an ergonomic, minimal, orthogonal, and universal keyboard layout. Miryoku ZMK is the Miryoku implementation for ZMK.
hon-gyu/pedefe-reader
hon-gyu/RiskLabAI.py
Financial AI with Python
hon-gyu/zmk-config-2