rogerli2019 Goto Github PK

adgat

Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks

advancedtimeseries-872

Bayesian methods for time series analysis with code in Julia

anomaliesphdmodule-safe-june-2024

Resources for a PhD class module focused on anomalies.

bayesianml

book4_power-of-matrix

Book_4_《矩阵力量》 | 鸢尾花书：从加减乘除到机器学习；上架！

data-science-capstone-final-project

datasciencecoursera

This is a coursework for data science class on courser

datasharing

The Leek group guide to data sharing

deeplob-deep-convolutional-neural-networks-for-limit-order-books

This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.

developing-data-product-project-1

developing-data-product-project-2

developing-data-products-project-3

ec708-phd-econometrics-1

empirical-asset-pricing

exploratorary-data-analysis-coursera-project-1

exploratorary-data-analysis-coursera-project-2

This is the repository for the second project of exploratory data analysis class on Coursera

getting-and-cleaning-data-course-project

This is the repository for the getting and cleaning course on cousera

linalg-for-ds

Linear Algebra and Optimization for Data Science

multistat

Applied Multivariate Statistical Analysis | PKU 2019 Fall

numericsofml

Notes for the Numerics of Machine Learning Lecture Course at the University of Tübingen

practical-machine-learning-course-project

programmingassignment2

Repository for Programming Assignment 2 for R Programming on Coursera

py4fi2nd

Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.

repdata_peerassessment1

Peer Assessment 1 for Reproducible Research

rmt4ml

Matlab Notebook for visualizing random matrix theory results and their applications to machine learning

stataguide

Introductory Guide to Using Stata in Empirical Financial Accounting Research

statmodel

Statistical Modeling and Methods | PKU 2020 Spring

stock-volatility-google-trends

Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf

test-repo-23

testing

Testing linked with R studio