kurucan Goto Github PK
Name: Kurucan
Type: User
Bio: PhD in AI & Quantitative Finance. Energy. Python.
Location: İstanbul
Name: Kurucan
Type: User
Bio: PhD in AI & Quantitative Finance. Energy. Python.
Location: İstanbul
Reconciled boosted models for GEFCom2017 hierarchical probabilistic load forecasting
Code for 30DayChartChallenge
Collection of contributions to and resources for the first #30DayChartChallenge in April 2021
CAPM, 3FF and 5FF model of Russia, China and USA
Notes for Active Portfolio Management, by Grinold and Kahn
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Udacity Nanodegree sponsored by WorldQuant
Using machine learning methods trying to predict stock market on short and long term.
Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio returns. The respective factors are used as features in a Machine Learning model and portfolio results are evaluated and compared.
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
2 books and related source codes for algorithmic trading.
After working at an Investment bank in technology and automations for over two years I've decided that a substantial project that could demonstrate my merit and expertise as well as grow my skillset would be to take what I've learned and build a full, front to back, STP, trading platform. Please see the README file for more info. Please note that the boiler plate for the first iteration will leverage Michael Hall-Moore Book "Successful Algorithmic Trading". I strongly recommend reading the book, none of the repo itself makes an actual profitable trading system but more goes through the pieces involved and nuances with each.
Performance analysis of predictive (alpha) stock factors
Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost
Anadolu Hayat Emeklilik Datathon - Coderspace
Anomaly detection related books, papers, videos, and toolboxes
Apache Airflow Sample
Analysis of top give winning solutions of the ASHRAE Great Energy Predictor III competition
Python script that generates various asset pricing models (CAPM, Fama-French 3-factor & Fama-French 5-factor) for a given stock.
Asset Pricing projects both traditional and Deep Learning approaches
Empirical asset pricing via Machine Learning in the Korean market
Codes for Empirical Stock Analysis: A comparative Analyses between CAPM and Machine Learning Algorithms
Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Now updated with Dask to handle millions of rows.
Python program that rates stocks out of 100 based on valuation, profitability, growth, and price performance metrics, relative to the company's sector.
Infrastructures™ for Machine Learning Training/Inference in Production.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.