GithubHelp home page GithubHelp logo

Hi there 👋

I'm Derek, a professor at NYU teaching Machine Learning in Financial Engineering

  • My interests are in synthetic data generation, agent-based simulators, and asset management using machine learning.
  • I have worked on projects at HSBC, G-Research, Alan Turing Insitute, Oxford-MAN Institute and other large quantitative funds.

 
Spotify

Since joining Github, I pushed 7680 commits, opened 198 issues, received 20625 stars across 67 personal projects and contributed to 36 public repositories.

Packages

Everything listed here is available under Unlicense

My research has been used by large institutional banks and quantitative hedge funds (see SSRN).

  • DeltaPy (12,409 Downloads) — First tabular data augmentation package in Python (market data) [code][report]
  • PandaPy (21,163 Downloads) — Pandas alternative that mimics ‘Structs’ in the C Language (market data) [code][report]
  • AtsPy (53,147 Downloads) — First automated time series package in Python (alternative data) [code][report]
  • DataGene (4,246 Downloads) — First package assessing dataset similarity (market data) [code][report]
  • MLAM (35,409 Downloads) — First repository for machine learning in asset management (market data) [code][report]

Other packages under this license include MTSS-GAN [code][report], the first multivariate conditional time series generator, FairPut [code][report], a FAIR package using LightGBM, and PandasVault [code], an advanced Pandas repository.

E-Mail Repos Badge firmai

.. .-- .-. .. - . .- - - .... . .--. .- .-. .-.. --- ..- .-.

Derek Snow's Projects

aif360 icon aif360

A comprehensive set of fairness metrics for datasets and machine learning models, explanations for these metrics, and algorithms to mitigate bias in datasets and models.

anmol098 icon anmol098

If you are forking please do not forget to star the repo

art-of-readme icon art-of-readme

:love_letter: Things I've learned about writing good READMEs.

atspy icon atspy

AtsPy: Automated Time Series Models in Python (by @firmai)

awesome-quant icon awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

balance icon balance

Balancing Algorithms for Stochastic Inventory Control

bit icon bit

Forked template from Christoph Molnar, testing out website integration

budget-optimization-in-ecommerce-using-market-mix-modelling icon budget-optimization-in-ecommerce-using-market-mix-modelling

To create a market mix model for ElecKart (an e-commerce firm from Ontario, Canada) for several products categories - to observe the actual impact of various marketing variables over the past and recommend the optimal budget allocation for different marketing levers for the next year. Built several Linear Regression models like Additive, Multiplicative, Koyck & Distributive Lag to identify the important KPIs that influence the company revenue and their contributions towards the revenue. The main data set is available below:

business-analysis-of-a-clothing-brand icon business-analysis-of-a-clothing-brand

Analyzing the Customer database of a clothing brand and finding relation between dependent parameters and amount spent. Also analyzing, which area the company should focus on.

business-machine-learning icon business-machine-learning

A curated list of practical business machine learning (BML) and business data science (BDS) applications for Accounting, Customer, Employee, Legal, Management and Operations (by @firmai)

data-science-career icon data-science-career

Career Resources for Data Science, Machine Learning, Big Data and Business Analytics Career Repository

datagene icon datagene

DataGene - Identify How Similar TS Datasets Are to One Another (by @firmai)

datastat icon datastat

Dataset Statistics to Compare Real or Training Data with Generated or Test Data

deltapy icon deltapy

DeltaPy - Tabular Data Augmentation (by @firmai)

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.