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algorithm-exercise

Data Structure and Algorithm notes. 数据结构与算法/leetcode/lintcode题解/

coding-interview-university

A complete computer science study plan to become a software engineer.

deeplearning-500-questions

深度学习500问，以问答形式对常用的概率知识、线性代数、机器学习、深度学习、计算机视觉等热点问题进行阐述，以帮助自己及有需要的读者。 全书分为18个章节，50余万字。由于水平有限，书中不妥之处恳请广大读者批评指正。 未完待续............ 如有意合作，联系[email protected] 版权所有，违权必究 Tan 2018.06

esl_solution_manual

huatai-finengi-report

:books: 华泰金工研究报告

improvingmvportfolio

This code tests the basic idea of my Master thesis. I propose an improved estimator of the covariance matrix of asset returns, employed in the computation of the minimum-variance portfolio. The main.py script tests the out-of-sample performance of this estimator, which is shown to deliver much better results than the sample covariance matrix and t

insight_data_anomalous_detection

kaggle-ensemble-guide

Code for the Kaggle Ensembling Guide Article on MLWave

kaggle-moa-2nd-place-solution

leetcode-sol-res

Clean, Understandable Solutions and Resources for LeetCode Online Judge Algorithms Problems.

lihang-code

《统计学习方法》的代码实现

orderbook

projects

pymarkowitz

Mean Variance (Markowitz) Portfolio Optimization and Beyond

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

quantfiction

Notebooks and stuff from quantfiction.com

riskim

Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction

stacknet

StackNet is a computational, scalable and analytical Meta modelling framework

tabnet

PyTorch implementation of TabNet paper

volatilipy

Python wrappers around QuantLib and Pandas to easily generate volatility surfaces