rrlindsey Goto Github PK

anatomyofmatplotlib

Anatomy of Matplotlib -- tutorial developed for the SciPy conference

brownian_motion_generator

Library of functions to generate Brownian motion simulations for multiple series that exhibit mean reversion, correlation, and/or custom distributions that do not follow typical normal distributions.

consulting-handbook

A guide for technical professionals looking to start consulting

dlsa-public

Deep Learning Statistical Arbitrage

empirical-deep-hedging

financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

finmathematics

Books

handson-ml

A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in python using Scikit-Learn and TensorFlow.

impractical_python_projects

Code & supporting files for chapters in book

ipython-tikzmagic

IPython magics for generating figures with TikZ

islr-python

An Introduction to Statistical Learning (James, Witten, Hastie, Tibshirani, 2013): Python code

kalman-and-bayesian-filters-in-python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

matlab

Matlab code and documents

matlab-with-python

Files demonstrating MATLAB and Python interoperability

ml_finance_codes

Machine Learning in Finance: From Theory to Practice Book

nagpythonexamples

Examples and demos showing how to call functions from the NAG Library for Python

nearest_correlation

Python versions of nearest correlation matrix algorithms

nyumath2048

NYU Math-GA 2048: Scientific Computing in Finance

portfolio-optimization

A python application, that demonstrates optimizing a portfolio using machine learning.

portfoliooptimisation

python-cookbook

Code samples from the "Python Cookbook, 3rd Edition", published by O'Reilly & Associates, May, 2013.

python-machine-learning-book-2nd-edition

The "Python Machine Learning (2nd edition)" book code repository and info resource

quant

quantfinancebook

Quantitative Finance book

reinforcement-learning-2nd-edition-by-sutton-exercise-solutions

Solutions of Reinforcement Learning, An Introduction

residual-dynamic-mode-decomposition

Code for ResDMD: data-driven spectral properties of Koopman Operators

riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

rpi-rgb-led-matrix

Controlling up to three chains of 64x64, 32x32, 16x32 or similar RGB LED displays using Raspberry Pi GPIO

skfolio

Python library for portfolio optimization built on top of scikit-learn

sktime-tutorial-pydata-amsterdam-2020

Introduction to Machine Learning with Time Series at PyData Festival Amsterdam 2020