mickydowns Goto Github PK
Name: Micky Downs
Type: User
Location: San Francisco
Name: Micky Downs
Type: User
Location: San Francisco
Course materials for the Data Science Specialization: https://www.coursera.org/specialization/jhudatascience/1
repo for johns hopkins / coursera data science course
The Leek group guide to data sharing
Deep CNN and RNN for Satellite Image Time Series
Modifications to code from the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
AI musical instrument practice aid
Pack of Drones: Layered reinforcement learning (Q-learning w/ RNN) for complex "hunt" behaviors
two sets of (tensorflow) neural nets: 1. convnets for notMINST image recognition, 2. RNNs for natural language processing
predict california bank failures during 2008 recession using linear regression and discriminant methods
estimate bond prices using un/constrained optimization, spot/instantaneous rates and vasicek and cev models
pricing european puts/calls and up-and-out puts using closed form and monte carlo simulation (cev process, euler and millstein discretization)
analysis of high frequency quote and trade data for F ang GM. finds a variety of "seasonal" patterns using vwap and duration measures.
This project uses a three-tiered strategy to increasae returns from the randomley selected portfolio of stocks. Tier one is a baseline, long-only, buy-hold portfolio. Tier two begins with the same portfolio, but trades component stocks daily, taking long and short positions as determined by a set of technical rules. Tier three trades component stocks monthly based on portfolio rules that view stock movements relative to the entire market.
builds stock portfolios based on: 1. price momentum strategies as described by Jegadeesh and Titman (2001), 2. tripartite momentum as described by Lewellen (2002), and 3. volatility quantile as proposed by Han, Yang and Zhou (2013). reports sharpe, treynor, sortino, calmar, information, and capm alpha metrics and benchmarks against buy-and-hold strategy.
pricing asian equity options used closed form (Turnbull, Levy and Geometric Average) and monte carlo simulation. employ a range of variance reduction techniques including antithetic variates, common random numbers, control variates, conditional monte carlo, stratified sampling and importance sampling.
uni (e.g., momentum, RSI), bi (i.e., Anatolyev) and trivariate (i.e., cointegration) technical trading rules for JPM, WFC, SPY
implements basic time series analysis including: estimating IBM intra-day trade durations using Epanechnikov and GCV, fitting a MARS model for SP500 options and futures prices based on moneyness and days-to-exp, performing ADF unit-root test for a multivariate rate time series, finding and estimating cointegration vectors, and regressing COFI on selected rates.
compares variance in monte carlo put and call option price forecasts with and without antithetic variate variance reduction technique (assumes discretized price paths based on normal and/or uniform distributions)
analysis of weather events from NOAA database to classify events with greatest: 1. harm to population health, 2. economic consequences
Plotting Assignment 1 for Exploratory Data Analysis
analysis of fine particulate mater (pm2.5) produced from U.S. emission sources from 1999 to 2008.
code implementing data mining algos (svm, boosting, random forest knn, etc.) on sonar data set. good for comparing strengths/weaknesses of each algo.
digs into performance differential across tree strategies including random forest and gradient boosting machines when predicting household incomes.
using linear and logistic methods w/ sparse data structure, this analysis: 1. predicts team wins/losses, then 2. NCAA ranking.
code contrasts partial least squares regression (plsr) vs principal components regression (pcr) for predicting gender based on body measurements
regression on boston data set including non-linear transforms, regression splines, MARS
early work mining keyword and web page features to yield a workable search engine algorithm
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.