Pinned Repositories
english-mongolian-nmt-dataset-augmentation
Generate initial 1 million neural machine translation warm up dataset from 700M Mongolian text dataset using Google Translate service.
learning-drl
I'm learning a deep reinforcement learning with jax and flax which is numpy on steroids.
Little-Python-Ball-Game
It's python ball game for my educational purpose.
mongolian-text-classification
Cyrillic Mongolian text classification with tensorflow 2, and also some fine-tuning on TugsTugi's Mongolian BERT model and other NLP experiments are included.
shannons-demon
Aka portfolio rebalancing bonus
spaghetti-discovery-workflow
A general workflow to disprove trading strategy through the CPCV and DSR
synthetic-equities
Financial equity performance generation using Monte Carlo simulation and associated metric extraction.
sharavsambuu's Repositories
sharavsambuu/mongolian-text-classification
Cyrillic Mongolian text classification with tensorflow 2, and also some fine-tuning on TugsTugi's Mongolian BERT model and other NLP experiments are included.
sharavsambuu/factors_by_0xCuteSocks
issa useless copy pasta, use them at ur own risk
sharavsambuu/fin-ml_by_tatsath
This github repository of "Machine Learning and Data Science Blueprints for Finance". Please star.
sharavsambuu/FinRL_Imitation_Learning_by_AI4Finance
sharavsambuu/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original
Machine Learning for Algorithmic Trading, Second Edition - published by Packt
sharavsambuu/alphapool-data
sharavsambuu/ArbFreeIV-VAE-Stock_Volatility
Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
sharavsambuu/awesome-gradient-boosting-papers
A curated list of gradient boosting research papers with implementations.
sharavsambuu/crypto-lev-adjustment_by_folio-qnt22
A simple tool for adjusting the trading size based on your previosu performance
sharavsambuu/esg_risk_parity_by_sjufan84
Constructing a portfolio of crypto and stock assets utlizing ESG scores as well as machine learning models to predict buy / sell signals after establishing asset weights using hierarchical risk parity models.
sharavsambuu/finoptions-dev
sharavsambuu/FinRL_Crypto_CPCV_PBO
An open-source framework for reduction of overfitting of DRL agents in Finance
sharavsambuu/Gardener_fiber_jobsys
Fiber Based Job System
sharavsambuu/job_system
A lock-free multithreaded job system made using C++20 coroutines and atomic operations.
sharavsambuu/JPX-kaggle
sharavsambuu/m6entry_fin_forecasting
sharavsambuu/machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
sharavsambuu/mc_sim_fin
Montecarlo simulations/analysis for finance (equity simulator)
sharavsambuu/meta-labeling
Code base for the meta-labeling papers published with the Journal of Financial Data Science
sharavsambuu/mlbot_tutorial_richmanbtc_wannabebotter
A tutorial for algorithmic trading bot using machine learning.
sharavsambuu/modern_portfolio_theory_by_rasmushaa
sharavsambuu/RecurrentGPT
sharavsambuu/shify-examples
sharavsambuu/signature-regime-detection
Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensional and non-Markovian data"
sharavsambuu/systematic-trading_by_edarchimbaud
The Swiss knife for developing systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting trading algorithms.
sharavsambuu/TinyJob
A Job system implemented with a lock free stealing queue
sharavsambuu/Trade-Classification-Algorithms
To classify trades into buyer- and seller-initiated.
sharavsambuu/trading-rules-using-machine-learning
This is my financial trading system using ML (Random forest & LSTM). Most of the methods are based on 'Advances in Financial Machine Learning' by Lopez de Prado.
sharavsambuu/tree-of-thoughts
Plug in and Play Implementation of Tree of Thoughts: Deliberate Problem Solving with Large Language Models
sharavsambuu/TSCV_by_WenjieZ
Time Series Cross-Validation -- an extension for scikit-learn