kurucan

algorithmic_trading_book

2 books and related source codes for algorithmic trading.

Asset-Pricing-via-ML

Empirical asset pricing via Machine Learning in the Korean market

backtesting.py

:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.

DeepLearningFinance

Deep Learning algorithms for forecasting in finance.

DEPBU

Hierarchical Probabilistic Forecasting with Intraday Smart Electricity Meter Demand

Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market

Machine learning methods for identifing investment factors

Factor-Models-Machine-Learning-and-Asset-Pricing-

Recent methodological contributions in asset pricing using factor models and machine learning. I presented Giglio et al. (2021) paper during Econometrics and ML reading group.

FeatureEngineering

The repository showcases feature engineering for finance data and use of automated libraries

qlib_predict_daily-stock_prices

This is test qlib from microsoft

quantstats

Portfolio analytics for quants, written in Python

kurucan/kaggle-optiver-2024

Code for the submission at Trading at the Close competition

kurucan/ReplicationCrisis

Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)

kurucan/Algorithmic_Trading_Machine_Learning

kurucan/ashrae-great-energy-predictor-3-solution-analysis

Analysis of top give winning solutions of the ASHRAE Great Energy Predictor III competition

kurucan/BESS-Optimization

BESS Optimizaiton Algorithms

kurucan/bess-optimizer

Implementation of the FlexPower Three Market BESS Optimization Model in Python using pyomo

kurucan/BESS_optim

Thesis work for Battery Energy Storage Size Optimization

kurucan/Data-Science-Interview-Questions-Answers

kurucan/EAP

empirical asset pricing

kurucan/famafrench-1

Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud server "wrds-cloud".

kurucan/feature-engineering-for-time-series-forecasting

kurucan/GNESTE

The Global and National Energy Systems Techno-Economic (GNESTE) Database

kurucan/Hisse-Degerleme-Fiyat-Tahmini

Bu projede PCA,Lineer Regresyon ve SARIMA kullanarak MGROS hissesinin değerlemesini yaparak fiyat tahmininde bulunuyoruz.

kurucan/IMLEF-MQuEA

Repository of the course Introduction to Machine Learning in Economics and Finance | Master in Quantitative Economic Analysis | UAM

kurucan/InflationForecast

kurucan/M5-methods

Data, Benchmarks, and methods submitted to the M5 forecasting competition

kurucan/m6

M6-Forecasting competition

kurucan/machine-learning-in-asset-pricing

Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns

kurucan/ML-Finance_Group

kurucan/ML_Fall_2023

NYU Tandon Machine Learning and Finance Fall 2023

kurucan/mlfactor-python

Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust

kurucan/NetLoadForecasting

kurucan/panama-electricity-load-forecast

Regression model to forecast pre-dispatch electricity demand based on historical national demand.

kurucan/peaky-finders

ISO peak load forecasting application

kurucan/PyEMD

Python implementation of Empirical Mode Decompoisition (EMD) method

kurucan/python-training

Python training for business analysts and traders

kurucan/tell

A model to predict Total ELectricity Loads (TELL)

kurucan/TimeSeries_AnomalyPrediction_With_SolarParks

Using machine learning methods for determining subsystems that are potentially faulty and should be inspected by a technician for further fault analysis

kurucan/TPS_07_2021

kurucan/uni2ts

Unified Training of Universal Time Series Forecasting Transformers