Mike Wang's Projects
Mostly experiments based on "Advances in financial machine learning" book
aws-trading-bootcamp
A collection of research materials on SSL for non-sequential tabular data (SSL4NSTD)
Official Implementation of the ECCV 2022 Paper "Class-Incremental Learning with Cross-Space Clustering and Controlled Transfer"
Data labeling scripts for machine/deep learning.
Pick and compare different financial indicators offered by Ta-lib.
I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financial time series.
This is an example of matching optuna's hyper-parameter tuning options with as many pytorh neural net hyper-parameters as possible.
This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.
Mining technical factors based on symbolic regression via genetic algorithm
This is an example of acceleration for for-loops made possible by Joblib libary and muti-core usage.
🏅 Collection of Kaggle Solutions and Ideas 🏅
Code for Machine Learning for Algorithmic Trading, 2nd edition.
aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
Streamline data processing, agent training and testing implementation for futurers contracts.
Config files for my GitHub profile.
Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models