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Name: Weidong Lin
Type: User
Company: Durham University
Bio: PhDepression in Economics.
Location: Durham, UK
Name: Weidong Lin
Type: User
Company: Durham University
Bio: PhDepression in Economics.
Location: Durham, UK
Workshop to demonstrate how to apply NN based algorithms to stock market data and forecast price movements.
Codes for replicating results in the research paper "Risk-based versus target-based portfolio strategies in the cryptocurrency market"
Conformalized Quantile Regression
MATLAB assignments in Coursera's Machine Learning course
I took Andrew Ng's Machine Learning course on Coursera and did the homework assigments... but, on my own in python because I love jupyter notebooks!
Coursera-Machine-Learning-Fall2013-4thEd-AndrewNg
A python library for easy manipulation and forecasting of time series.
Implement Amazon's DeepAR algorithm
Deep joint mean and quantile regression for spatio-temporal problems
This repository hosts code for my Time Series videos part of playlist here - https://www.youtube.com/playlist?list=PL3N9eeOlCrP5cK0QRQxeJd6GrQvhAtpBK
The goal of esreg is to simultaneously model the quantile and the expected shortfall of a response variable given a set of covariates.
Backtesting Global Growth-at-Risk Replication Files
Probabilistic time series modeling in Python
Tutorial code for a smooth pinball neural network.
Quantlets for Project INET
Quantile Regression using Deep Learning. An alternative to Bayesian models to get uncertainty.
Support vector machines (SVMs) and related kernel-based learning algorithms are a well-known class of machine learning algorithms, for non-parametric classification and regression. liquidSVM is an implementation of SVMs whose key features are: fully integrated hyper-parameter selection, extreme speed on both small and large data sets, full flexibility for experts, and inclusion of a variety of different learning scenarios: multi-class classification, ROC, and Neyman-Pearson learning, and least-squares, quantile, and expectile regression.
Matlab Copula Toolbox
Monotone composite quantile regression neural network (MCQRNN) with tensorflow 2.x.
A practical tool for Maximal Information Coefficient (MIC) analysis
Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS) :golf:
A repository for machine learning based investment strategies
Multi-Quantile Recurrent Neural Network for Quantile Regression
MSVR (Multiple Support Vector Regression) python module
Master Thesis "Modelling Systemic Risk using Neural Network Quantile Regression"
An open source library for portfolio optimisation
Portfolio optimization using Genetic algorithm.
This function optimizes portfolio weights based on a user-specified weighted linear combination of the Sortino ratio, Sharpe ratio, average total return, average downside risk, average standard deviation of returns, and max drawdown.
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.