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afml

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

alpha-vaults-contracts

bayesian_inference

This repo contains some interesting projects from UCL MSc CSML/ML Unsupervised Learning and Approximate Inference course.

bayesianoptimization

A Python implementation of global optimization with gaussian processes.

bert

TensorFlow code and pre-trained models for BERT

coding_questions

combine_strategies

deepmind_deep_reinforcement_learning

numpy version of neural networks (vanilla and CNN).

gp-cake-project

Bayesian Effective Connectivity

gp_task

grpc

The C based gRPC (C++, Python, Ruby, Objective-C, PHP, C#)

laplaceapproximationneuralnetwork_ucl_msc_thesis

This is code used for my MSc Computational Statistics and Machine Learning project at UCL.

maths

Some advance maths learnt at spare time, just for fun!

mercari-price-suggestion-challenge

Kaggle Competition Mercari Price Suggestion Challenge

numerical_optimisation

UCL course Numerical Optimisation

onepy

Python Backtesting library for OnePiece in trading.

optopsy

A nimble options backtesting library for Python

portfolio_optimisation

portfolio optimisation tools

predict_realised_vol

https://www.kaggle.com/c/optiver-realized-volatility-prediction?utm_campaign=kaggle&utm_source=linkedin&utm_medium=social&utm_content=competition-launch

prml

PRML algorithms implemented in Python

prmlt

Matlab code of machine learning algorithms in book PRML

programming-and-algorithm

这是北京大学在coursera上开设的「程序设计与算法」专项课程

pyrmt

Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization

python-100-days

Python - 100天从新手到大师

rmt_theory_applications

some important properties on random matrix theory and its applications in multiple areas

shap

A game theoretic approach to explain the output of any machine learning model.

sharing_public

Repo for public sharing

silly_hohmm

A Higher-order HMM with EM algo.

tensorflow

Computation using data flow graphs for scalable machine learning

vnpy

基于Python的开源量化交易平台开发框架