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Damon's Projects

1d-cnn icon 1d-cnn

Notebooks to introduce and understand 1D-CNNs.

astsa icon astsa

R package to accompany Time Series Analysis and Its Applications: With R Examples -and- Time Series: A Data Analysis Approach Using R

automation icon automation

My automation setup for all the boring office task

bigbookofr icon bigbookofr

The biggest collection of R books (and maybe later some other resources too)

cantoseg icon cantoseg

Cantonese segmentation tool 粵語分詞工具

dialogflow_ai icon dialogflow_ai

Prototype of connecting Azure Open AI as backend to Dialogflow CX / front end

infiniteremixer icon infiniteremixer

Create infinite remixes intelligently patching together groups of songs

mean_reversion_strategies icon mean_reversion_strategies

Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.

mlstm-fcn icon mlstm-fcn

Multivariate LSTM Fully Convolutional Networks for Time Series Classification

modeling_the_vix_with_lstm icon modeling_the_vix_with_lstm

Various multivariate, multistep LSTM models using SPX options data to forecast the CBOE VIX to improve future market volatility forecasts. Monte Carlo simulation and Facebook Prophet forecasts included for comparison.

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