Pinned Repositories
A-Dual-Stage-Attention-Based-Recurrent-Neural-Network-for-Time-Series-Prediction
abides
ABIDES: Agent-Based Interactive Discrete Event Simulation
academic-website-template
Jekyll website template for personal academic or research group web pages.
adaptMCMC
R package that provides an implementation of the generic adaptive Monte Carlo Markov chain sampler proposed by Vihola (2011).
AdaptSAW
SARDONICS and Adaptive MCMC
adventures-in-ml-code
This repository holds all the code for the site http://www.adventuresinmachinelearning.com
adversarial
Code and hyperparameters for the paper "Generative Adversarial Networks"
ai-couplet
use an AI model to write couplet with TensorFlow 2 / 用AI对对联
zaneguqi's Repositories
zaneguqi/MFE-Toolbox-Python
A Python port of Dr. Kevin Sheppards MFE Toolbox
zaneguqi/GRIDSearchCV
zaneguqi/Coursera-Deep-Learning-deeplearning.ai
(完结)网易云课堂微专业《深度学习工程师》听课笔记,编程作业和课后练习
zaneguqi/adaptMCMC
R package that provides an implementation of the generic adaptive Monte Carlo Markov chain sampler proposed by Vihola (2011).
zaneguqi/Algorithm
ml & dl & kaggle
zaneguqi/A-Dual-Stage-Attention-Based-Recurrent-Neural-Network-for-Time-Series-Prediction
zaneguqi/listnet
Implementation of the listwise Learning to Rank algorithm described in the paper by Zhe Cao, Tao Qin, Tie-Yan Liu, Ming-Feng Tsai, and Hang Li "Learning to rank: from pairwise approach to listwise approach"
zaneguqi/Value-at-Risk-VaR-
Some code related to the VaR matheology.
zaneguqi/volatility-garch-VaR
Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
zaneguqi/learning2rank
Learning to rank with neuralnet - RankNet and ListNet
zaneguqi/MCMC-sampling
The theory and implement of Metropolis Hastings Algorithm and Gibbs sampling
zaneguqi/ANN
Artificial Neural Network MatLab implementation
zaneguqi/MCMC-estimation-of-GARCH-models
Use Markov Chain Monte Carlo (MCMC) method to fit Garch models
zaneguqi/VaR
Simple VaR calculation in Python, both for single value and VaR series in time. Supported formulas at the moment include: Parametric Normal, Parametric EWMA, Historical Simulation and Filtered Historical Simulation with EWMA.
zaneguqi/MetropolisHastingsAlgorithm
Metropolis Hastings Algorithm in C and Python
zaneguqi/vLSTM
Vectorized multimodal LSTM using Matlab and GPU
zaneguqi/GARCH_replication
Replication of key GARCH model papers
zaneguqi/RegimeSwitching_GARCH
zaneguqi/HAR-RVModelForRealizedVolatility
HAR-RV Model For Realized Volatility
zaneguqi/lstm_matlab
A matlab version of lng short term memory
zaneguqi/AdaptSAW
SARDONICS and Adaptive MCMC