Pinned Repositories
BuybacksIssuers
Volatility and the Buyback Anomaly, by Theodoros Evgeniou, Enric Junque de Fortuny, Nick Nassuphis, and Theo Vermaelen
dim_reduce
dive-into-machine-learning
Dive into Machine Learning with Python Jupyter notebook and scikit-learn
hadoop-tutorials-examples
Source, data and turotials of the blog post video series of Hue, the Web UI for Hadoop.
nlpworkshop
NLP Workshop for DH2016
randomgambit's Repositories
randomgambit/Applied_Economic_Forecasting
Applied Economic Forecasting Using Time Series Methods Book by Eric Ghysels and Massimiliano
randomgambit/BDACaseStudyGA
randomgambit/codility
Solutions to exercises and tests at http://codility.com/
randomgambit/Coursera-Deep-Learning
My notes / works on deep learning from Coursera
randomgambit/CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
randomgambit/CS156-Machine-Learning
randomgambit/data-science-notebooks
Jupyter notebooks, accompanying the FinDS Python repo: contains code examples and results for 30+ financial data science projects
randomgambit/dier-replication
Replication files for the paper Directional Information In Equity Returns.
randomgambit/doggo
randomgambit/EFRMinPython
Elements of Financial Risk Management in Python
randomgambit/Energy
randomgambit/enhanced-subject-verb-object-extraction
Enhanced Subject Word Object Extraction
randomgambit/fomc-hawkish-dovish
Codebase for FOMC-NLP, accepted at ACL 2023 (main)
randomgambit/ForecastingInflation
randomgambit/HAR-RV
A python-based implementation of the HAR model to forecast realized volatility on SPY.
randomgambit/machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
randomgambit/Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
randomgambit/math-notes
randomgambit/Nowak-Price-Smith-JREFE-2019
Creating real estate dictionaries using methods in Nowak, Price, Smith "Real estate dictionaries across space and time", Journal of Real Estate Finance and Economics, 2019
randomgambit/Nowcasting
Nowcasting
randomgambit/NumericsOfML
Notes for the Numerics of Machine Learning Lecture Course at the University of Tübingen
randomgambit/QuantitativePrimer
An Interview Primer for Quantitative Finance
randomgambit/stanford-cs229
🤖 Exercise answers to the problem sets from the 2017 machine learning course cs229 by Andrew Ng at Stanford
randomgambit/t81_558_deep_learning
Washington University (in St. Louis) Course T81-558: Applications of Deep Neural Networks
randomgambit/text-cls-llms
Paper: Fine-Tuned 'Small' LLMs (Still) Significantly Outperform Zero-Shot Generative AI Models in Text Classification
randomgambit/text_algorithms_econ
randomgambit/TRACE-corporate-bond-processing
Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
randomgambit/VMLS-Companions
These are companion notebooks written in Julia and Python for: "Introduction to Applied Linear Algebra" by Boyd and Vandenberghe.
randomgambit/yield-curve-forecasting
This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
randomgambit/ZCB-yield-curve-modeling--Finding-Relative-Value-Trades
Deutsche Bank: Finding Relative Value Trades