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LZ's Projects

prophet icon prophet

Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

pyarb icon pyarb

Statistical arbitrage simulation, modeling and backtesting with Python.

pyhawkes icon pyhawkes

Python framework for inference in Hawkes processes.

pyportfolioopt icon pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

pyro icon pyro

Deep universal probabilistic programming with Python and PyTorch

pythalesians icon pythalesians

Python Open Source Financial Library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns and much more!

pythonml icon pythonml

Various python machine learning classes and tools.

quiver icon quiver

Interactive convnet features visualization for Keras

recipes icon recipes

Lasagne recipes: examples, IPython notebooks, ...

reinforcement-learning icon reinforcement-learning

Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.

reinforcement-learning-in-portfolio-management- icon reinforcement-learning-in-portfolio-management-

In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.

relation-network icon relation-network

keras implementation of [A simple neural network module for relational reasoning](https://arxiv.org/pdf/1706.01427.pdf)

relational-networks icon relational-networks

Pytorch implementation of "A simple neural network module for relational reasoning" (Relational Networks)

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