rouzbe's Stars
timothyyu/wsae-lstm
implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)
jay-johnson/sci-pype
A Machine Learning API with native redis caching and export + import using S3. Analyze entire datasets using an API for building, training, testing, analyzing, extracting, importing, and archiving. This repository can run from a docker container or from the repository.
AlgoTraders/stock-analysis-engine
Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/
kkuette/TradzQAI
Trading environnement for RL agents, backtesting and training.
voila-dashboards/voila
Voilà turns Jupyter notebooks into standalone web applications
marketneutral/alphatools
Quantitative finance research tools in Python
stefan-jansen/machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
quantopian/empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
jamesmawm/mastering-python-for-finance-second-edition
Sources codes for: Mastering Python for Finance, Second Edition
TA-Lib/ta-lib-python
Python wrapper for TA-Lib (http://ta-lib.org/).
apollographql/apollo
:rocket: Open source tools for GraphQL. Central repo for discussion.
rosdyana/CNN-Financial-Data
Deep Trading using Convolutional Neural Network
statsmodels/statsmodels
Statsmodels: statistical modeling and econometrics in Python
Trusted-AI/AIF360
A comprehensive set of fairness metrics for datasets and machine learning models, explanations for these metrics, and algorithms to mitigate bias in datasets and models.
jliphard/DeepEvolve
Rapid hyperparameter discovery for neural nets using genetic algorithms
vermouth1992/drl-portfolio-management
CSCI 599 deep learning and its applications final project
miroblog/tf_deep_rl_trader
Trading Environment(OpenAI Gym) + PPO(TensorForce)
peerchemist/finta
Common financial technical indicators implemented in Pandas.
esa/pagmo2
A C++ platform to perform parallel computations of optimisation tasks (global and local) via the asynchronous generalized island model.
anyoptimization/pymoo
NSGA2, NSGA3, R-NSGA3, MOEAD, Genetic Algorithms (GA), Differential Evolution (DE), CMAES, PSO
haris989/NSGA-II
This is a python implementation of NSGA-II algorithm. NSGA is a popular non-domination based genetic algorithm for multi-objective optimization. It is a very effective algorithm but has been generally criticized for its computational complexity, lack of elitism and for choosing the optimal parameter value for sharing parameter σshare. A modified version, NSGA II was developed, which has a better sorting algorithm , incorporates elitism and no sharing parameter needs to be chosen a priori.
databrickslabs/automl-toolkit
Toolkit for Apache Spark ML for Feature clean-up, feature Importance calculation suite, Information Gain selection, Distributed SMOTE, Model selection and training, Hyper parameter optimization and selection, Model interprability.
uber-research/deep-neuroevolution
Deep Neuroevolution
microsoft/tensorwatch
Debugging, monitoring and visualization for Python Machine Learning and Data Science
snowkylin/gnn
TensorFlow implementation of several popular Graph Neural Network layers, wrapped with tf.keras.layers.Layer.
microsoft/tf-gnn-samples
TensorFlow implementations of Graph Neural Networks
graphite-project/graphite-web
A highly scalable real-time graphing system
jiewwantan/RNN_LSTM_trading_model
This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture. This is for single stock prediction and backtesting, another RNN LSTM network and backtester for multiple-stock portfolio will be added soon.
jiewwantan/StarTrader
This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy gradient (DDPG) learning algorithm.
facebookresearch/ReAgent
A platform for Reasoning systems (Reinforcement Learning, Contextual Bandits, etc.)