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appliedpredictivemodeling

:exclamation: This is a read-only mirror of the CRAN R package repository. AppliedPredictiveModeling — Functions and Data Sets for 'Applied Predictive Modeling'. Homepage: http://appliedpredictivemodeling.com/

awesome-tensorflow

TensorFlow - A curated list of dedicated resources http://tensorflow.org

bayesian-forest

biases_disease_forecasting

Code of the manuscript "Systematic biases in disease forecasting - role of behavior change."

casadi

CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.

collapsibletree

Create Interactive Collapsible Tree Diagrams in R using D3.js

crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

deep-learning-in-asset-pricing

https://arxiv.org/abs/1805.01104

deep-portfolio-theory

Deep Learning framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)

deeplearning.ai-summary

This repository contains my personal notes and summaries on DeepLearning.ai specialization courses. I've enjoyed every little bit of the course hope you enjoy my notes too.

episoon

eventstudies

An R package for conducting event studies and a platform for methodological research on event studies.

factordata

Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud

finreg

Regularizing Bayesian Predictive Regressions

get_chinese_stocks

Download stock prices, from netease.

highcharter

R wrapper for highcharts based on htmlwidgets

hon

Code for generating Higher-order Network (HON) from data with higher-order dependencies

modelsummary

Beautiful, customizable, publication-ready model summaries in R.

msm

An R package for forecasting volatility, using the Markov Switching Multifractal model.

party

plnmodels

A collection of Poisson lognormal models for multivariate count data analysis

portfolioanalytics

predicting-per

To build a neural network (LSTM) to forecast forward P/E ratios of the listed companies for the next three months. Inputs: company fundamentals (e.g. Sales, COGS and etc) from WRDS.

probability

Probabilistic reasoning and statistical analysis in TensorFlow

quepy

A python framework to transform natural language questions to queries in a database query language.

rcharts_d3_sankey

rCharts implementation of d3 sankey plugin

rcppnloptexample

Rcpp Example for accessing NLopt

replicationcrisis

Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2022)

rlstocks

Attempts to learn reinforcement learning on the stock market

shinysky

Various UI widgets/components not part of Shiny e.g. alerts, styled buttons