rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
2,268 repositories
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Feature engineering and selection open-source Python library compatible with sklearn.
For extensive instructor led learning
Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.
Machine Learning in R
A Guide for Feature Engineering and Feature Selection, with implementations and examples in Python.
NVTabular is a feature engineering and preprocessing library for tabular data designed to quickly and easily manipulate terabyte scale datasets used to train deep learning based recommender systems.
Leave One Feature Out Importance
EvalML is an AutoML library written in python.
Feature engineering is the process of using domain knowledge to extract features from raw data via data mining techniques. These features can be used to improve the performance of machine learning algorithms. Feature engineering can be considered as applied machine learning itself.
Use advanced feature engineering strategies and select best features from your data set with a single line of code. Created by Ram Seshadri. Collaborators welcome.
Features selector based on the self selected-algorithm, loss function and validation method
mRMR (minimum-Redundancy-Maximum-Relevance) for automatic feature selection at scale.
A python package for simultaneous Hyperparameters Tuning and Features Selection for Gradient Boosting Models.
Linear Prediction Model with Automated Feature Engineering and Selection Capabilities
Easy to use Python library of customized functions for cleaning and analyzing data.
Desbordante is a high-performance data profiler that is capable of discovering many different patterns in data using various algorithms. It also allows to run data cleaning scenarios using these algorithms. Desbordante has a console version and an easy-to-use web application.
Fast Best-Subset Selection Library
A scikit-learn-compatible Python implementation of ReBATE, a suite of Relief-based feature selection algorithms for Machine Learning.
Advanced Quantitative Factor Research: ML-powered stock return prediction with 72% performance improvement. Features comprehensive alpha factor library, systematic feature selection, and deep learning models (LSTM+ResNet achieving IC=0.06476).
本人多次机器学习与大数据竞赛Top5的经验总结,满满的干货,拿好不谢
Hyperparameter optimization and feature selection for scikit-learn using evolutionary algorithms. A modern alternative to GridSearchCV and RandomizedSearchCV.
Feature Selection using Genetic Algorithm (DEAP Framework)
Awesome Domain Adaptation Python Toolbox
Methods with examples for Feature Selection during Pre-processing in Machine Learning.
Data search & enrichment library for Machine Learning → Easily find and add relevant features to your ML & AI pipeline from hundreds of public and premium external data sources, including open & commercial LLMs
Code repository for the online course Feature Selection for Machine Learning
This repository contains the code related to Natural Language Processing using python scripting language. All the codes are related to my book entitled "Python Natural Language Processing"
Data Science Feature Engineering and Selection Tutorials
This toolbox offers 13 wrapper feature selection methods (PSO, GA, GWO, HHO, BA, WOA, and etc.) with examples. It is simple and easy to implement.