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diyano's Projects

adv_fin_ml_exercises icon adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

agriculture_knowledgegraph icon agriculture_knowledgegraph

农业知识图谱(AgriKG):农业领域的信息检索,命名实体识别,关系抽取,智能问答,辅助决策

algorithms icon algorithms

Bug-tracking for Jeff's algorithms book, notes, etc.

anomaliesinoptions icon anomaliesinoptions

In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.

aop icon aop

Codebase for Adaptive Online Planning

ars icon ars

An implementation of the Augmented Random Search algorithm

bayeshmm icon bayeshmm

Full Bayesian Inference for Hidden Markov Models

bnt icon bnt

Bayes Net Toolbox for Matlab

btcpredictor icon btcpredictor

Bitcoin price prediction algorithm using bayesian regression techniques

causal_impact icon causal_impact

Python package for causal inference using Bayesian structural time-series models.

cdmdc icon cdmdc

Compressive dynamic mode decomposition with control for compressive system identification

code icon code

Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''

cop-estimation-misspec icon cop-estimation-misspec

R code used in the master thesis "Estimation of the Dependence Parameter in Bivariate Archimedean Copula Models Under Misspecification"

copulastatistic icon copulastatistic

All code related to the paper: "A Copula Statistic for Measuring Nonlinear Multivariate Dependence"

crisis icon crisis

The Complexity Research Initiative for Systemic InstabilitieS

ctptest icon ctptest

用ctp官方接口写的一个简单demo,具备行情、交易、k线数据以及策略功能,可以连接simnow模拟交易

d3s icon d3s

Data-driven dynamical systems toolbox.

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