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2022-machine-learning-specialization

academy

Ray tutorials from Anyscale

adv_fin_ml_exercises

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

algorithms-in-quantitative-finance

一些关于量化选股/择时的算法

alpha_strategy_backtest_system

A general backtest system for alpha trading strategy

alphagen

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

alphalens

Performance analysis of predictive (alpha) stock factors

alphanet

Stock factor mining with CNN and GRU.

alphatrading

An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

annotated_deep_learning_paper_implementations

🧑‍🏫 60 Implementations/tutorials of deep learning papers with side-by-side notes 📝; including transformers (original, xl, switch, feedback, vit, ...), optimizers (adam, adabelief, sophia, ...), gans(cyclegan, stylegan2, ...), 🎮 reinforcement learning (ppo, dqn), capsnet, distillation, ... 🧠

awesome-algorithm

Leetcode 题解 (跟随思路一步一步撸出代码) 及经典算法实现

awesome-ts-anomaly-detection_zh

axorderbook

A股订单簿工具，使用逐笔行情进行订单簿重建、千档快照发布、各档委托队列展示等，包括python模型和FPGA HLS实现。

blitz-bayesian-deep-learning

A simple and extensible library to create Bayesian Neural Network layers on PyTorch.

blsh-lob-bot

Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)

book-mathmatical-foundation-of-reinforcement-learning

This is the homepage of a new book entitled "Mathmatical Foundations of Reinforcement Learning."

chaos-time-series-and-phase-space-reconstruction

d2l-zh

《动手学深度学习》：面向中文读者、能运行、可讨论。中英文版被60多个国家的400多所大学用于教学。

dain

Deep Adaptive Input Normalization for Time Series Forecasting

deep-learning-for-order-book-price-and-movement-predictions

Limit Order Book data analysis and modeling using LSTM network

deep-orderbook

Deep learning modelling of orderbooks

deeplearningbook-chinese

Deep Learning Book Chinese Translation

di-engine

OpenDILab Decision AI Engine

e_book

echotorch

A Python toolkit for Reservoir Computing and Echo State Network experimentation based on pyTorch. EchoTorch is the only Python module available to easily create Deep Reservoir Computing models.

entityembeddingstutorial

A walkthrough for representing categorical variables continuously using entity embeddings

entropyhub

An open-source toolkit for entropic time-series analysis.

etdataset

The Electricity Transformer dataset is collected to support the further investigation on the long sequence forecasting problem.

evolution-strategies-starter

Code for the paper "Evolution Strategies as a Scalable Alternative to Reinforcement Learning"

factorbacktest

my first factor-stock-selecting backtest function