Pinned Repositories
AFML
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
AFS_BM-Algorithm
This project provides a comprehensive toolset for feature selection using LightGBM, a gradient boosting framework that uses tree-based learning algorithms. The primary goal is to improve model performance by selecting the most relevant features and discarding the redundant ones.
AgentVerse
🤖 AgentVerse 🪐 provides a flexible framework that simplifies the process of building custom multi-agent environments for large language models (LLMs).
alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
alphaquant
AlphaQuant: 股票实盘交易SDK，支持华泰，广发等70多个券商
alphas
alpha101, alpha191,alphalens
approachingalmost
Approaching (Almost) Any Machine Learning Problem
Barra
Barra Multifactor Model
Barra_CNE5
Provide risk forecasts by Barra China Equity Model
Shift-Invariant-Deblurring
This Program is part of My Super-Resolution Project. It has implemented a Blind Deblurring Algorithm for Shift-Invariant-Deblurring
huacheng's Repositories
huacheng/AFML
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
huacheng/AFS_BM-Algorithm
This project provides a comprehensive toolset for feature selection using LightGBM, a gradient boosting framework that uses tree-based learning algorithms. The primary goal is to improve model performance by selecting the most relevant features and discarding the redundant ones.
huacheng/AgentVerse
🤖 AgentVerse 🪐 provides a flexible framework that simplifies the process of building custom multi-agent environments for large language models (LLMs).
huacheng/alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
huacheng/alphas
alpha101, alpha191,alphalens
huacheng/approachingalmost
Approaching (Almost) Any Machine Learning Problem
huacheng/Barra
Barra Multifactor Model
huacheng/Barra_CNE5
Provide risk forecasts by Barra China Equity Model
huacheng/Barra_CNE6
Barra CNE6 因子构建
huacheng/concurrentqueue
A fast multi-producer, multi-consumer lock-free concurrent queue for C++11
huacheng/DevilYuan
DevilYuan可视化股票量化系统，支持选股，历史数据自动下载，策略回测及参数优化，实盘交易和常用的统计功能
huacheng/Quantitative-Trading
量化投资
huacheng/DoubleAdapt
The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on the qlib package.
huacheng/Egret_Swarm_Optimization_Algorithm
Egret Swarm Optimization Algorithm: An Evolutionary Computation Approach for Model Free Optimization
huacheng/FinRL
FinRL: Financial Reinforcement Learning. 🔥
huacheng/gaussian-splatting
Original reference implementation of "3D Gaussian Splatting for Real-Time Radiance Field Rendering"
huacheng/GCNO
Code of Globally Consistent Normal Orientation for Point Clouds by Regularizing the Winding-Number Field. ACM Transactions on Graphics (SIGGRAPH 2023).
huacheng/generative-opt
Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization
huacheng/gigagan-pytorch
Implementation of GigaGAN, new SOTA GAN out of Adobe. Culmination of nearly a decade of research into GANs
huacheng/HAR-RV
A python-based implementation of the HAR model to forecast realized volatility on SPY.
huacheng/LIFT
The official implementation of LIFT (ICLR'24). Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators.
huacheng/MASTER
This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Forecasting. MASTER is a stock transformer for stock price forecasting, which models the momentary and cross-time stock correlation and guide feature selection with market information.
huacheng/mctx
Monte Carlo tree search in JAX
huacheng/Micro_Price
huacheng/microprice
huacheng/RiPO
RiPO: Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization
huacheng/SGA-PDE
Symbolic genetic algorithm for discovering open-form partial differential equations
huacheng/skfolio
Python library for portfolio optimization built on top of scikit-learn
huacheng/slow-momentum-fast-reversion
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
huacheng/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).