Pinned Repositories
fit-missing-values
python package for fitting missing values
AlgoRepo
Repository for the Python3 code of my training
Chinese-Data-Research
covshrink
Python implementation of a sample covariance matrix shrinkage experiment
filterpy
Kalman filtering and optimal estimation library in Python. Kalman filter, Extended Kalman filter, Unscented Kalman filter, g-h, least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.
HackerRank
HackerRank solutions in Java/JS/Python/C++/C#
HackerRank-1
Codes of Algorithms/Coding Competitions on Hackerrank with Python, JavaScript, C++ and SQL
highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Ipython Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
MarslandMLAlgo
Code and data for the second edition of the textbook `Machine Learning: An Algorithm Perspective" by Stephen Marsland.
muyu0117's Repositories
muyu0117/statsmodels
Statsmodels: statistical modeling and econometrics in Python
muyu0117/prophet
Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
muyu0117/HackerRank
HackerRank solutions in Java/JS/Python/C++/C#
muyu0117/Mean-Reverting-Process
muyu0117/Chinese-Data-Research
muyu0117/fit-missing-values
python package for fitting missing values
muyu0117/HackerRank-1
Codes of Algorithms/Coding Competitions on Hackerrank with Python, JavaScript, C++ and SQL
muyu0117/models
Models built with TensorFlow
muyu0117/MarslandMLAlgo
Code and data for the second edition of the textbook `Machine Learning: An Algorithm Perspective" by Stephen Marsland.
muyu0117/filterpy
Kalman filtering and optimal estimation library in Python. Kalman filter, Extended Kalman filter, Unscented Kalman filter, g-h, least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.
muyu0117/monomvn
:exclamation: This is a read-only mirror of the CRAN R package repository. monomvn — Estimation for Multivariate Normal and Student-t Data with Monotone Missingness. Homepage: http://bobby.gramacy.com/r_packages/monomvn
muyu0117/scipy
Scipy library main repository
muyu0117/AlgoRepo
Repository for the Python3 code of my training
muyu0117/PYPOWER
Port of MATPOWER to Python
muyu0117/pandoc
Universal markup converter
muyu0117/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers
aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
muyu0117/Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Ipython Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
muyu0117/quantmod
Quantitative Financial Modelling Framework
muyu0117/TTR
Technical analysis and other functions to construct technical trading rules with R
muyu0117/r-source
Read-only mirror of R source code from https://svn.r-project.org/R/, updated hourly. See the build instructions on the wiki page.
muyu0117/py-smc2
Automatically exported from code.google.com/p/py-smc2
muyu0117/SIT
Systematic Investor Toolkit
muyu0117/tscount
Analysis of Count Time Series
muyu0117/zipline
Zipline, a Pythonic Algorithmic Trading Library
muyu0117/scikit-learn
scikit-learn: machine learning in Python
muyu0117/Spoon-Knife
This repo is for demonstration purposes only.
muyu0117/highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
muyu0117/covshrink
Python implementation of a sample covariance matrix shrinkage experiment
muyu0117/Templates
A repository for desktop documents templates
muyu0117/svd
svd python stuff