gaojn Goto Github PK
Type: User
Bio: Quant, Machine Learning, Ph.D.
Location: Shanghai
Type: User
Bio: Quant, Machine Learning, Ph.D.
Location: Shanghai
Mostly experiments based on "Advances in financial machine learning" book
最忠实于CTP官方API特性、最低延时、最易使用的Python版量化投资开源框架。
Multi-thread implementation of Factorization Machines with FTRL for binary-class classification problem.
Performance analysis of predictive (alpha) stock factors
PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
A curated list of awesome algorithmic trading frameworks, libraries, software and resources
该项目通过scrapy爬虫从巨潮网络的服务器获取**股市的公告
Deep convolutional neural network for human activity recognition
Convert Matlab v7.3 '.mat' files (i.e. HDF5 file format) into Python's pickle or numpy format.
:moneybag:Deep learning models for high-frequency financial data (limited order book)
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
爬虫:东方财富龙虎榜
fastFM: A Library for Factorization Machines
中金所、上期所、郑商所及大商所,四大期货交易所大户持仓排名爬虫
Google Research
Run hierarchical risk parity algorithms
The GitHub repository for the paper "Informer" accepted by AAAI 2021.
Kungfu Trader
Library for fitting the LPPLS model to data.
Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
A modern curriculum vitae class for LaTeX
Create HTML profiling reports from pandas DataFrame objects
A Python package for pullword.com
CTP for Python
Factorization machines in python
official implementation for the paper "Simplifying Graph Convolutional Networks"
A game theoretic approach to explain the output of any machine learning model.
Time series Timeseries Deep Learning Machine Learning Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.