Pinned Repositories
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's Repositories
kurucan/FeatureEngineering
The repository showcases feature engineering for finance data and use of automated libraries
kurucan/kuma_utils
My toolbox for data analysis. :)
kurucan/anadolu-hayat-emeklilik-datathon
Anadolu Hayat Emeklilik Datathon - Coderspace
kurucan/awesome-conformal-prediction
A professionally curated list of awesome Conformal Prediction videos, tutorials, books, papers, PhD and MSc theses, articles and open-source libraries.
kurucan/Data-Visualization
Collection of interactive Jupiter Notebook widgets and graphs.
kurucan/Econometrics-With-Python
Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques of basic econometrics, the theories are presented lightly without hustles of derivation and Python codes are straightforward.
kurucan/EconometricsSlides
This is the repository for the slides used in the Seattle University Econometrics course
kurucan/elecsim
Long term electricity market agent based model simulation used to observe the effect of policy on investment decisions
kurucan/EvaluatingEnsemblePostProcessing
kurucan/EvolutionaryForest
An open source python library for automated feature engineering based on Genetic Programming
kurucan/finance_ml
Advances in Financial Machine Learning
kurucan/FinRL
FinRL: The first open-source project for financial reinforcement learning. Please star. 🔥
kurucan/harmonic-oscillator-pinn
Code accompanying my blog post: So, what is a physics-informed neural network?
kurucan/IFT-6759-Team-13
Solar Irradiance (GHI) Prediction using Satellite Imagery
kurucan/M5_Uncertainty_3rd_place
M5 Uncertainty kaggle competition, 3rd place solution
kurucan/machine-learning-articles
🧠💬 Articles I wrote about machine learning, archived from MachineCurve.com.
kurucan/MachineHack
kurucan/MachineLearningInFinance
kurucan/ML-AI-DS-for-Finance
Machine Learning, Artificial Intelligence, Data Science for Finance - a repository
kurucan/ML_Fall_2022
NYU Tandon Machine Learning and Finance Fall 2022
kurucan/MLF
Machine Learning for Finance: 2019-20 Module 3 (Spring 2020)
kurucan/nbeatsx
kurucan/nempy
A flexible tool kit for modelling Australia's National Electricity Market dispatch procedure.
kurucan/NN-SVG
Publication-ready NN-architecture schematics.
kurucan/papers
Code and data for my papers
kurucan/PhD-WindPowerOutput
Simple Wind Turbine Design and Wind Power output calculations using Weibull and Power curve
kurucan/PLEXOS-Analysis-Scripts
A collection of scripts that are specific useful implementations of PLEXOS API
kurucan/Python-PLEXOS-API
A repository of simple Python examples for use with the PLEXOS API
kurucan/Short-Term-Electricity-Price-Forecasting-at-the-Polish-Power-Exchange-Day-Ahead-Market
Applied time series electricity price forecasting using Deep Learning
kurucan/wind-turbine-power-curve-modelling
we utilize a novel quantile filtering algorithm, a Radial Basis Function and Multi-layer Perceptron Neural network