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Denys Smerchanskyi's Projects

quantitative_toolbox icon quantitative_toolbox

On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, General Data Visualiztions, Time-Series Analysis, etc.

quantopian-offline-2020 icon quantopian-offline-2020

A collection of my quantopian learnings, trying to use everything locally and with updated code which works in 2020.

regression-loss-functions-in-time-series-forecasting-tensorflow icon regression-loss-functions-in-time-series-forecasting-tensorflow

This repository contains the implementation of paper Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting with different loss functions in Tensorflow. We have compared 14 regression loss functions performance on 4 different datasets.

scorr icon scorr

Fast and flexible two- and three-point correlation analysis for time series using spectral methods.

sfa icon sfa

Scalable Time Series Data Analytics

softx-d-21-00221 icon softx-d-21-00221

onlineBcp: An R Package for Online Change Point Detection using a Bayesian Approach. To cite this Original Software Publication: https://www.sciencedirect.com/science/article/pii/S2352711022000140

spectre icon spectre

GPU-accelerated Factors analysis library and Backtester

stocksera icon stocksera

Finance application that provides more than 60 different alternative data to retail investors

stumpy icon stumpy

STUMPY is a powerful and scalable Python library for modern time series analysis

systematic-trading icon systematic-trading

The Swiss knife for developing systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting trading algorithms.

tacharts icon tacharts

Apply popular TA tools and charts to candlestick data with NumPy.

tbats icon tbats

BATS and TBATS forecasting methods

tdalabs icon tdalabs

Pedagogical Jupyter notebooks for topological data analysis. Topics include basic shapes, sliding window audio/video, lower star filtrations, 3D shapes, spaces of images patches

tft_darts icon tft_darts

probabilistic forecasting with Temporal Fusion Transformer

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