yubobao27's Stars
dolthub/dolt
Dolt – Git for Data
mayooear/gpt4-pdf-chatbot-langchain
GPT4 & LangChain Chatbot for large PDF docs
bukosabino/ta
Technical Analysis Library using Pandas and Numpy
christianversloot/machine-learning-articles
🧠💬 Articles I wrote about machine learning, archived from MachineCurve.com.
tirthajyoti/Machine-Learning-with-Python
Practice and tutorial-style notebooks covering wide variety of machine learning techniques
jamesmawm/High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
cerlymarco/MEDIUM_NoteBook
Repository containing notebooks of my posts on Medium
mfrdixon/ML_Finance_Codes
Machine Learning in Finance: From Theory to Practice Book
cbailes/awesome-deep-trading
List of awesome resources for machine learning-based algorithmic trading
parrt/random-forest-importances
Code to compute permutation and drop-column importances in Python scikit-learn models
cerlymarco/shap-hypetune
A python package for simultaneous Hyperparameters Tuning and Features Selection for Gradient Boosting Models.
kieranjwood/trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
ariseff/overcoming-catastrophic
Implementation of "Overcoming catastrophic forgetting in neural networks" in Tensorflow
quantrocket-codeload/quant-finance-lectures
Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.
QuantEcon/quantecon-notebooks-python
A Repository of Notebooks for the Python Lecture Site
jaimeps/adaboost-implementation
Implementation of AdaBoost algorithm in Python
mcf-long-short/ibkr-options-volatility-trading
Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API
Finance-781/FinML
Financial Machine Learning
ArturSepp/StochVolModels
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
daehkim/pair-trading
CS7641 Team project
jerryxyx/TreasuryFutureTrading
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
rickecon/Notebooks
Jupyter notebooks authored by Richard Evans
juanitorduz/website_projects
Repository containing the code of the projects presented in my personal website.
quantrocket-codeload/pairs-pipeline
Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for cointegration using the Johansen test, then runs in-sample backtests on all cointegrating pairs, then runs an out-of-sample backtest on the 5 best performing pairs.
karush17/Hierarchical-Attention-Reinforcement-Learning
Hierarchical Attention in Reinforcement Learning for Stock Order Executions
db434/EWC
TensorFlow v2 + Keras implementation of Elastic Weight Consolidation
kftam1994/Robo_Advisor
Deep Reinforcement Learning Robot Advisor
Minyus/scrape-pdf-financial-reports
AIMLModeling/PCAVasicek
The Vasicek model is a mathematical model describing the evolution of interest rates. I explained how to use principal component analysis (PCA) for the interest rate models. I demonstrated how to calibrate Vasiceck model and how to run Monte Carlo simulations for Vasicek model. https://youtu.be/TrEnSQ2Pms4
ashutoshtiwari13/DeepQNetwork-Hub
Tensorflow - Keras /PyTorch Implementation ⚡️ of State-of-the-art DeepQN for RL Gym benchmarks 👨💻