kirchho Goto Github PK

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

bayesianoptimization

A Python implementation of global optimization with gaussian processes.

courses

:books: Files for online courses

dawp

Derivatives Analytics with Python (Wiley Finance)

dx

DX Analytics

effective-pandas

Source code for my collection of articles on using pandas.

hyperopt

Distributed Asynchronous Hyperparameter Optimization in Python

hyperopt-sklearn

Hyper-parameter optimization for sklearn

jna

Java Native Access

kaggle_allstate

Repository with files somehow relevant to the Kaggle competition https://www.kaggle.com/c/allstate-claims-severity

libffi

A portable foreign-function interface library.

lightgbm

A fast, distributed, high performance gradient boosting (GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks. It is under the umbrella of the DMTK(http://github.com/microsoft/dmtk) project of Microsoft.

lvvd

Listed Volatility and Variance Derivatives (Wiley Finance)

mashinnoye-obucheniye

:books: Специализация «Машинное обучение и анализ данных»

mlalgorithms

Minimal and clean examples of machine learning algorithms

multicore-tsne

Parallel t-SNE implementation with Python and Torch wrappers.

pandas_exercises

Practice your pandas skills!

predictive_imputer

Predictive imputation of missing values with sklearn interface. This is a simple implementation of the idea presented in the MissForest R package.

py4fi

Python for Finance (O'Reilly)

pydlon15

Open Source Tools for Financial Time Series Analysis and Visualization

python_intro

IPython notebooks in Russian. Introduction to Python, basic algorithms and data structures

ql

qllib

QL.lua library for Quik. Fork from SourceForge

quantlib

The QuantLib C++ library

stock_trade_datamine

system-design-primer

Learn how to design large-scale systems. Prep for the system design interview.

tinkoff

vvedenie-mashinnoe-obuchenie

:memo: Подборка ресурсов по машинному обучению

xgboost

Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Flink and DataFlow