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adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

afml

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

afts_with_stan

In this repository we are trying to reproduce the models and examples lister in the book Analysis of Financial Time Series, by Ruey S. Tsay

ask-who-not-what

Repository of the paper 'Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data'

bitcoin_synthesizer

Forecasting Bitcoin Volatility Spikes from Whale Transactions and Cryptoquant Data Using Synthesizer Transformer Models

bitcoin_volatility_forecasting

GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management

diego-arriaza

documentos

Bedu circulo de estudio

finance_ml

Advances in Financial Machine Learning

jumpdetectr

Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data

mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

onchain-data

Sourcing OnChain data

pokedex

more than you ever wanted to know about Pokémon

svm_optimization

web-scraping