lukasleroy Goto Github PK
Type: User
Type: User
Phd repo
Web Crawling, Feature Engineering, Neural Networks
Data Science Using Python
Markowitz portfolio optimisation (efficient frontier) in Python
Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks to construct an optimized diversified intelligent portfolio.
In this project, we will explore the usage of Principal Component Analysis to model market behavior within an industry. Furthermore, we will explore the interpretation of top eigenvectors as portfolios to create trading strategies.
Advances in Financial Machine Learning
As described in Advances of Machine Learning by Marcos Prado
Code for the Hidden Markov Model Tutorial Series
Pytorch: Viterbi, Forward-Backward and Baum Welch with a Hidden Markov Model (HMM)
With real market data using Black Scholes and Brentq
Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more accurate than those based on a single measurement alone, by estimating a joint probability distribution over the variables for each timeframe. The filter is named after Rudolf E. Kálmán, one of the primary developers of its theory.
Implementation of LMS, RLS, KLMS and KRLS filters in Python
Library for fitting the LPPLS model to data.
Python code for common Machine Learning Algorithms
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Implemented Convolutional Neural Network, LSTM Neural Network, and Neural Network From Scratch in Python Language.
Implementation of One Shot Learning using Convolutional Siamese Networks on Omniglot Dataset
Portfolio optimization using Genetic algorithm.
Probability of Backtest Overfitting in Python
Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.
Constrained and Unconstrained Risk budgeting / risk parity allocation in Python
Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
The Python Code Tutorials
A Python library for mathematical finance
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.