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afml

All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.

afs_bm-algorithm

This project provides a comprehensive toolset for feature selection using LightGBM, a gradient boosting framework that uses tree-based learning algorithms. The primary goal is to improve model performance by selecting the most relevant features and discarding the redundant ones.

agentverse

🤖 AgentVerse 🪐 provides a flexible framework that simplifies the process of building custom multi-agent environments for large language models (LLMs).

alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

alphaquant

AlphaQuant: 股票实盘交易SDK，支持华泰，广发等70多个券商

alphas

alpha101, alpha191,alphalens

approachingalmost

Approaching (Almost) Any Machine Learning Problem

barra

Barra Multifactor Model

barra_cne5

Provide risk forecasts by Barra China Equity Model

barra_cne6

Barra CNE6 因子构建

concurrentqueue

A fast multi-producer, multi-consumer lock-free concurrent queue for C++11

devilyuan

DevilYuan可视化股票量化系统，支持选股，历史数据自动下载，策略回测及参数优化，实盘交易和常用的统计功能

doubleadapt

The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on the qlib package.

egret_swarm_optimization_algorithm

Egret Swarm Optimization Algorithm: An Evolutionary Computation Approach for Model Free Optimization

finrl

FinRL: Financial Reinforcement Learning. 🔥

gaussian-splatting

Original reference implementation of "3D Gaussian Splatting for Real-Time Radiance Field Rendering"

gcno

Code of Globally Consistent Normal Orientation for Point Clouds by Regularizing the Winding-Number Field. ACM Transactions on Graphics (SIGGRAPH 2023).

generative-opt

Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization

gigagan-pytorch

Implementation of GigaGAN, new SOTA GAN out of Adobe. Culmination of nearly a decade of research into GANs

har-rv

A python-based implementation of the HAR model to forecast realized volatility on SPY.

lift

The official implementation of LIFT (ICLR'24). Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators.

master

This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Forecasting. MASTER is a stock transformer for stock price forecasting, which models the momentary and cross-time stock correlation and guide feature selection with market information.

mctx

Monte Carlo tree search in JAX

micro_price

microprice

plugincpp

quantitative-trading

量化投资

ripo

RiPO: Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization

sga-pde

Symbolic genetic algorithm for discovering open-form partial differential equations

shift-invariant-deblurring

This Program is part of My Super-Resolution Project. It has implemented a Blind Deblurring Algorithm for Shift-Invariant-Deblurring