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ai-projects

Artificial Intelligence projects, documentation and code.

algorithmic-trading-python

The repository for freeCodeCamp's YouTube course, Algorithmic Trading in Python

algorithms

Minimal examples of data structures and algorithms in Python

bankruptcy

This is a full-credit midterm project for Machine Learning course, which attempts to use machine learning algorithms to predict corporates' probability of defaults.

bayesiantutorials

Implementing MCMC sampling from scratch in R for various Bayesian models

black-litterman-model

使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收益率的极度敏感性这两大问题。本项目使用美国市场2009年-2019年十年间的10只股票数据进行回测，证明了合理观点对资产组合收益率具有显著的正面影响效果。

causalgpns

Causal inference from observational data with Gaussian process networks.

crypto-crawler

simple crypto price crawler with db and alerts

crypto-prediction-and-trading

This is the repository for Bloomberg industry project at NYU: Crypto prediction and trading with deep learning. Both textual data (twitter, news) and price volume data are used in BERT and PyTorch Deep Learning models.

dlwpt-code

Code for the book Deep Learning with PyTorch by Eli Stevens, Luca Antiga, and Thomas Viehmann.

dynamic-momentum-project

This project is for NYU FRE-GY 7811 (Quant Equity Trading). A dynamic momentum strategy is created in accordance with the paper "Momentum Crashes" by Kent DANIEL & Tobias J. MOSKOWITZ. The strategy outperformed its benchmark.

financial-machine-learning

finra_trace

Research project on Financial Industry Regulatory Authority (FINRA) Trade Reporting and Compliance Engine (TRACE) academic version

fixed-income-quant-trading

fucking-algorithm

刷算法全靠套路，认准 labuladong 就够了！English version supported! Crack LeetCode, not only how, but also why.

ggnn

Gated Graph Sequence Neural Networks

ggnn.pytorch

A PyTorch Implementation of Gated Graph Sequence Neural Networks (GGNN)

gnnforstockprediction

goldman-sachs-quantitative-strategies-research-notes

Goldman Sachs - Quantitative Strategies Research Notes

heston-calibration

Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jäckel and Roger Lord. Includes Black-Scholes-Merton option pricing and implied volatility estimation. No Financial Toolbox required.

hidden-markov-chain-quant-trading-strategy

Hidden Markov Model is a statistical Markov model in which the system being modeled is assumed to be a Markov process with unobserved states.

hmm-applied-to-russell-3000

intraday-volatility

it_book

本项目收藏这些年来看过或者听过的一些不错的常用的上千本书籍，没准你想找的书就在这里呢，包含了互联网行业大多数书籍和面试经验题目等等。有人工智能系列（常用深度学习框架TensorFlow、pytorch、keras。NLP、机器学习，深度学习等等），大数据系列(Spark,Hadoop,Scala,kafka等)，程序员必修系列（C、C++、java、数据结构、linux，设计模式、数据库等等）

leetcode-master

《代码随想录》LeetCode 刷题攻略：200道经典题目刷题顺序，共60w字的详细图解，视频难点剖析，50余张思维导图，支持C++，Java，Python，Go，JavaScript等多语言版本，从此算法学习不再迷茫！🔥🔥 来看看，你会发现相见恨晚！🚀

liquidity

MFlood

liquidity-risk

makeyourownneuralnetwork

Code for the Make Your Own Neural Network book

markovnetwork

Python implementation of Markov Networks for neural computing.

ml_advanced_spring_2023

NYU Tandon Advanced Machine Learning