b-zwarg Goto Github PK

covfactormodel

Covariance Matrix Estimation via Factor Models

crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

crosssectiondemos

Example code of simple things one can do with our open-source asset pricing data

dashboard

Dashboard

data-efficient-gans

[NeurIPS 2020] Differentiable Augmentation for Data-Efficient GAN Training

deeperspeed

DeepSpeed is a deep learning optimization library that makes distributed training easy, efficient, and effective.

detect-gpt

DetectGPT: Zero-Shot Machine-Generated Text Detection using Probability Curvature

diffusion-bert

ACL'2023: DiffusionBERT: Improving Generative Masked Language Models with Diffusion Models

dlquant

Applying Deep Learning and NLP in Quantitative Trading

easyrag

Build your own RAG and run it locally on your laptop: ColBERT + DSPy + Streamlit

emnlp2021

Rieger, J., Jentsch, C. & Rahnenführer, J. (2021). RollingLDA: An Update Algorithm of Latent Dirichlet Allocation to Construct Consistent Time Series from Textual Data. Findings of the Association for Computational Linguistics: EMNLP 2021, pp. 2337–2347.

empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

engine

Open Source Risk Engine

evil

example-project

Template for an Accounting or Finance Research Project

example-scripts

A collection of scripts and notebooks to help you get started quickly.

fecon235

Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

ffn

ffn - a financial function library for Python

finance-python

python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

financial-sentiment-ananlysis-and-topic-modeling

finnlp-progress

NLP progress in Fintech. A repository to track the progress in Natural Language Processing (NLP) related to the domain of Finance, including the datasets, papers, and current state-of-the-art results for the most popular tasks.

genaiguidebook

google-research

Google Research

googlescholar

Code to extract bibliographic data from Google Scholar

gpt-neo

An implementation of model parallel GPT-2 and GPT-3-style models using the mesh-tensorflow library.

gpt-neox

An implementation of model parallel autoregressive transformers on GPUs, based on the DeepSpeed library.

grok-1

Grok open release

gs-quant

Python toolkit for quantitative finance

gym-minigrid

Minimalistic gridworld package for OpenAI Gym